LEADER 02987nam 2200685 450 001 9910463606203321 005 20170919211402.0 010 $a1-4623-9615-1 010 $a1-4527-3394-5 010 $a1-4518-7058-2 010 $a1-282-84151-3 010 $a9786612841514 035 $a(CKB)3170000000055092 035 $a(EBL)1607995 035 $a(SSID)ssj0001487370 035 $a(PQKBManifestationID)11919879 035 $a(PQKBTitleCode)TC0001487370 035 $a(PQKBWorkID)11478469 035 $a(PQKB)11067199 035 $a(OCoLC)762517767 035 $a(MiAaPQ)EBC1607995 035 $a(EXLCZ)993170000000055092 100 $a20140226h20082008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aTransmission of liquidity shocks $eevidence from the 2007 subprime crisis /$fNathaniel Frank, Brenda Gonza?lez-Hermosillo, and Heiko Hesse 210 1$a[Washington, District of Columbia] :$cInternational Monetary Fund,$d2008. 210 4$dİ2008 215 $a1 online resource (23 p.) 225 1 $aIMF Working Papers 225 0$aIMF working paper ;$vWP/08/200 300 $aDescription based upon print version of record. 311 $a1-4519-1511-X 320 $aIncludes bibliographical references. 327 $aContents; I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S&P 500 Stock Market Returns and Credit Default Swap 330 $aThe recent credit crisis started as a credit shock and then rapidly promulgated in the form of market and funding illiquidity before inducing solvency problems at some financial institutions. This column presents empirical evidence mapping the transmission channels of the crisis. 410 0$aIMF Working Papers 606 $aLiquidity (Economics)$xEconometric models 606 $aSubprime mortgage loans$zUnited States$xEconometric models 606 $aCredit$zUnited States$xEconometric models 606 $aFinancial crises$zUnited States 608 $aElectronic books. 615 0$aLiquidity (Economics)$xEconometric models. 615 0$aSubprime mortgage loans$xEconometric models. 615 0$aCredit$xEconometric models. 615 0$aFinancial crises 676 $a332 700 $aFrank$b Nathaniel$0821 701 $aGonza?lez-Hermosillo$b Brenda$0940537 701 $aHesse$b Heiko$0936186 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910463606203321 996 $aTransmission of liquidity shocks$92253097 997 $aUNINA