Macro-financial linkages: the role of liquidity dependence
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- Alexey Ponomarenko & Anna Rozhkova & Sergei Seleznev, 2018. "Macro-financial linkages: the role of liquidity dependence," BIS Working Papers 716, Bank for International Settlements.
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Cited by:
- Alexey Ponomarenko & Svetlana Popova & Sergey Sabodash, 2018. "Industry specifics of liquidity dependence in Russia and vulnerability to financial shocks," Bank of Russia Working Paper Series note18, Bank of Russia.
- Mikhail Stolbov & Maria Shchepeleva, 2021. "Macrofinancial linkages in Europe: Evidence from quantile local projections," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5557-5569, October.
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More about this item
Keywords
liquidity dependence; macro-financial linkages; Smooth Transition Bayesian VAR;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2017-12-11 (Macroeconomics)
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