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Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR

Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR »

Source: Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : Evidence from Stock Markets

Volume/Issue: 2009/166

Series: IMF Working Papers

Author(s): Xiaojing Zhang , and Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873139

Keywords: standard error, stock market, equations, Subprime Crisis, Garch,

This paper focuses on evidence from stock markets as it investigates the spillovers from the United States to mainland China and Hong Kong SAR during the subprime crisis. Using both univariate and multivariate GARC...

What Drives China's Interbank Market?

What Drives China's Interbank Market? »

Source: What Drives China's Interbank Market?

Volume/Issue: 2009/189

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873368

Keywords: Interbank market, GARCH, reserve requirements, bond, deposit rate, reserve requirement,

Interest rates in China comprise a mix of both market determined interest rates (interbank rates and bond yields), and regulated interest rates (lending and deposit rates), reflecting China's gradual process of int...

Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Source: Financial Spillovers to Emerging Markets During the Global Financial Crisis

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

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 GAR...

Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR
			: Evidence from Stock Markets

Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR : Evidence from Stock Markets »

Volume/Issue: 2009/166

Series: IMF Working Papers

Author(s): Xiaojing Zhang , and Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873139.001

ISBN: 9781451873139

Keywords: standard error, stock market, equations, Subprime Crisis, Garch,

This paper focuses on evidence from stock markets as it investigates the spillovers from the United States to mainland China and Hong Kong SAR during the subprime crisis. Using both univariate and multivariate GARC...

What Drives China's Interbank Market?

What Drives China's Interbank Market? »

Volume/Issue: 2009/189

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

DOI: http://dx.doi.org/10.5089/9781451873368.001

ISBN: 9781451873368

Keywords: Interbank market, GARCH, reserve requirements, bond, deposit rate, reserve requirement,

Interest rates in China comprise a mix of both market determined interest rates (interbank rates and bond yields), and regulated interest rates (lending and deposit rates), reflecting China's gradual process of int...

Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

DOI: http://dx.doi.org/10.5089/9781451872514.001

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

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 GAR...