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Record Nr. |
UNINA9910463622203321 |
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Autore |
Tong Hui |
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Titolo |
Real effects of the subprime mortgage crisis : is it a demand or finance shock? / / Hui Tong and Shang-Jin Wei |
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Pubbl/distr/stampa |
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
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©2008 |
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ISBN |
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1-4623-3258-7 |
1-4527-6219-8 |
9786612841378 |
1-4518-7044-2 |
1-282-84137-8 |
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Descrizione fisica |
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1 online resource (39 p.) |
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Collana |
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IMF Working Papers |
IMF working paper ; ; WP/08/186 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Financial crises - Economic aspects |
Liquidity (Economics) |
Subprime mortgage loans - Economic aspects - United States |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence |
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during |
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