{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":45,"n_cols":5,"rows_kept":45,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[4,2,4,3],[9,2,9,3],[10,2,10,3],[11,2,11,3],[38,2,38,3],[39,2,39,3],[43,2,43,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910788335203321"]
[null,null,"Autore",null,"Frank Nathaniel"]
[null,null,"Titolo",null,"Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse"]
[null,null,"Pubbl/distr/stampa",null,"Washington, D.C. : , : International Monetary Fund, , 2009"]
[null,null,"ISBN",null,"1-4623-1339-6"]
[{"$nulls":4},"1-4527-9951-2"]
[{"$nulls":4},"1-282-84319-2"]
[{"$nulls":4},"1-4518-7251-8"]
[{"$nulls":4},"9786612843198"]
[null,null,"Descrizione fisica",null,"1 online resource (22 p.)"]
[null,null,"Collana",null,"IMF Working Papers"]
[null,null,"Soggetti",null,"Financial crises"]
[{"$nulls":4},"Global Financial Crisis, 2008-2009"]
[{"$nulls":4},"Banks and Banking"]
[{"$nulls":4},"Finance: General"]
[{"$nulls":4},"Financial Risk Management"]
[{"$nulls":4},"Time-Series Models"]
[{"$nulls":4},"Dynamic Quantile Regressions"]
[{"$nulls":4},"Dynamic Treatment Effect Models"]
[{"$nulls":4},"Diffusion Processes"]
[{"$nulls":4},"State Space Models"]
[{"$nulls":4},"Financial Markets and the Macroeconomy"]
[{"$nulls":4},"General Financial Markets: General (includes Measurement and Data)"]
[{"$nulls":4},"Financial Crises"]
[{"$nulls":4},"Interest Rates: Determination, Term Structure, and Effects"]
[{"$nulls":4},"Finance"]
[{"$nulls":4},"Economic & financial crises & disasters"]
[{"$nulls":4},"Stock markets"]
[{"$nulls":4},"Emerging and frontier financial markets"]
[{"$nulls":4},"Securities markets"]
[{"$nulls":4},"Yield curve"]
[{"$nulls":4},"Financial markets"]
[{"$nulls":4},"Financial services"]
[{"$nulls":4},"Stock exchanges"]
[{"$nulls":4},"Financial services industry"]
[{"$nulls":4},"Capital market"]
[{"$nulls":4},"Interest rates"]
[{"$nulls":4},"United States"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references."]
[null,null,"Nota di contenuto",null,"Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References"]
[null,null,null,"Sommario/riassunto","In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these financial variables across markets. The findings indicate that the notion of possible de-coupling (in the financial markets) had been misplaced. While EM stock markets reached their peak in the last quarter of 2007, interlinkages between funding stress and equity markets in advanced economies and EM financial indicators were highly correlated and have seen sharp increases during specific crisis moments."]