The paper analyses and compares the role that the tightening in liquidity conditions and the collapse in risk appetite … empirical exercise with a Global VAR approach, the findings highlight the diversity of the transmission process. While liquidity … economies. - Risk ; financial crisis ; global transmission ; global VAR (GVAR) ; shocks ; modelling ; US ; advanced economies …

The paper analyses and compares the role that the tightening in liquidity conditions and the collapse in risk appetite … empirical exercise with a Global VAR approach, the findings highlight the diversity of the transmission process. While liquidity … played for the global transmission of the financial crisis. Dealing with identification and the large dimensionality of the …

The paper analyses the transmission of liquidity shocks and risk shocks to global financial markets. Using a Global VAR … methodology, the findings reveal fundamental differences in the transmission strength and pattern between the 2007-08 financial … strong during the 2010-11 sovereign debt crisis, with risk shocks driving down bond yields in key advanced economies. The …

The paper analyses the transmission of liquidity shocks and risk shocks to global financial markets. Using a Global VAR … methodology, the findings reveal fundamental differences in the transmission strength and pattern between the 2007-08 financial … strong during the 2010-11 sovereign debt crisis, with risk shocks driving down bond yields in key advanced economies. The …

against liquidity shocks, which temporarily shut out the economy of short-term credit markets. Due to the presence of a …

The rapid increase in global liquidity and the large-scale net capital flows to emerging countries have raised serious … many emerging countries highlights the risk of a rapid reversal of capital flows, followed by a possible financial and … currency crisis. There have also been concerns about the inflationary consequences of excessive global liquidity for commodity …