Financial Spillovers to Emerging Markets During the Global Financial Crisis
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- Nathaniel Frank & Heiko Hesse, 2009. "Financial Spillovers to Emerging Markets during the Global Financial Crisis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 507-521, December.
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More about this item
KeywordsEconomic models; Emerging markets; Financial crisis; Banking sector; Bond markets; Capital markets; Cross country analysis; Developing countries; Developed countries; Liquidity; Spillovers; Stock markets; Subprime Crisis; Solvency; GARCH; bond; stock market; financial institutions;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-10 (All new papers)
- NEP-CBA-2009-10-10 (Central Banking)
- NEP-FMK-2009-10-10 (Financial Markets)
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