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Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
| Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo |
| Autore | Hesse Heiko |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
FrankNathaniel
Gonzalez-HermosilloBrenda |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models Credit - United States - Econometric models Financial crises - United States Banks and Banking Finance: General Financial Risk Management Portfolio Choice Investment Decisions Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Financial Crises Banks Depository Institutions Micro Finance Institutions Mortgages Finance Financial services law & regulation Economic & financial crises & disasters Banking Liquidity Liquidity risk Stock markets Financial crises Economics Financial risk management Stock exchanges Banks and banking |
| ISBN |
1-4623-9615-1
1-4527-3394-5 1-4518-7058-2 1-282-84151-3 9786612841514 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 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 |
| Record Nr. | UNINA-9910788231803321 |
Hesse Heiko
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
| Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo |
| Autore | Hesse Heiko |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
FrankNathaniel
Gonzalez-HermosilloBrenda |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models Credit - United States - Econometric models Financial crises - United States Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Depository Institutions Economic & financial crises & disasters Economics Finance Finance: General Financial Crises Financial crises Financial Risk and Risk Management Financial Risk Management Financial risk management Financial services law & regulation Financing Policy General Financial Markets: General (includes Measurement and Data) Goodwill Investment Decisions Liquidity risk Liquidity Micro Finance Institutions Mortgages Portfolio Choice Stock exchanges Stock markets Value of Firms |
| ISBN |
1-4623-9615-1
1-4527-3394-5 1-4518-7058-2 1-282-84151-3 9786612841514 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 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 |
| Record Nr. | UNINA-9910826445203321 |
|
Hesse Heiko
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||