Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis
Year of publication: |
2012-01
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Authors: | Chudik, Alexander ; Fratzscher, Marcel |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | advanced economies | capital flows | emerging market economies | global financial crisis | high dimensional VARs | liquidity | risk | sovereign debt crisis | transmission |
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Chudik, Alexander, (2012)
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