Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis
Year of publication: |
2012-02
|
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Authors: | Chudik, Alexander ; Fratzscher, Marcel |
Institutions: | European Central Bank |
Subject: | advanced economies | Capital flows | Emerging market economies | global financial crisis | high dimensional VARs | liquidity | risk | sovereign debt crisis | transmission |
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