Risk of liquidity and contagion of the crisis on the US, UK and Euro Zone money markets
dc.rights.license | open | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
dc.contributor.author | BLANCHETON, Bertrand
IDREF: 056574789 | |
hal.structure.identifier | Centre d'économie de la Sorbonne [CES] | |
dc.contributor.author | BORDES, Christian | |
hal.structure.identifier | Groupe de Recherche en Economie Théorique et Appliquée [GREThA] | |
dc.contributor.author | MAVEYRAUD, Samuel
IDREF: 069656444 | |
hal.structure.identifier | Laboratoire d'Analyse et de Prospective Economique [LAPE] | |
dc.contributor.author | ROUS, Philippe | |
dc.date.accessioned | 2020-02-17T11:31:16Z | |
dc.date.available | 2020-02-17T11:31:16Z | |
dc.date.issued | 2012 | |
dc.identifier.issn | 1076-9307 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/1687 | |
dc.language.iso | en | |
dc.publisher | Wiley | |
dc.subject.en | liquidity | |
dc.subject.en | money markets | |
dc.subject.en | financial crisis | |
dc.subject.en | contagion | |
dc.subject.en | BEKK model | |
dc.title.en | Risk of liquidity and contagion of the crisis on the US, UK and Euro Zone money markets | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1002/ijfe.445 | |
dc.subject.hal | Sciences de l'Homme et Société/Economies et finances | |
dc.subject.jel | E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates | |
dc.subject.jel | G - Financial Economics/G.G1 - General Financial Markets/G.G1.G15 - International Financial Markets | |
dc.subject.jel | E - Macroeconomics and Monetary Economics/E.E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit/E.E5.E58 - Central Banks and Their Policies | |
bordeaux.journal | International Journal of Finance and Economics | |
bordeaux.page | 124-146 | |
bordeaux.volume | 17 | |
bordeaux.issue | 2 | |
bordeaux.institution | Université de Bordeaux | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-00785515 | |
hal.version | 1 | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-00785515v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=International%20Journal%20of%20Finance%20and%20Economics&rft.date=2012&rft.volume=17&rft.issue=2&rft.spage=124-146&rft.epage=124-146&rft.eissn=1076-9307&rft.issn=1076-9307&rft.au=BLANCHETON,%20Bertrand&BORDES,%20Christian&MAVEYRAUD,%20Samuel&ROUS,%20Philippe&rft.genre=article |
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