Related Books
Language: en
Pages: 38
Pages: 38
Type: BOOK - Published: 2014-11-19 - Publisher: International Monetary Fund
We analyze the transmission of bank-specific liquidity shocks triggered by a credit rating downgrade through the lending channel. Using bank-level data for US B
Language: en
Pages: 24
Pages: 24
Type: BOOK - Published: 2008-08 - Publisher: International Monetary Fund
We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions
Language: en
Pages: 51
Pages: 51
Type: BOOK - Published: 2018 - Publisher:
This paper uses the 2007-2009 financial crisis as a negative liquidity shock on banks in the US and analyzes its transmission to the real economy. The ex-ante h
Language: en
Pages: 39
Pages: 39
Type: BOOK - Published: 2014 - Publisher:
We analyze the transmission of bank-specific liquidity shocks triggered by a credit rating downgrade through the lending channel. Using bank-level data for US B
Language: en
Pages: 46
Pages: 46
Type: BOOK - Published: 2011 - Publisher:
I exploit the 1998 Russian default as a negative liquidity shock to international banks and analyze its transmission to Peru. I find that after the shock intern