Global excess liquidity and asset prices in emerging countries: a pvar approach
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- Brana, Sophie & Djigbenou, Marie-Louise & Prat, Stéphanie, 2012. "Global excess liquidity and asset prices in emerging countries: A PVAR approach," Emerging Markets Review, Elsevier, vol. 13(3), pages 256-267.
- Sophie Brana & Marie-Louise Djigbenou & Stéphanie Prat, 2012. "Global excess liquidity and asset prices in emerging countries: a pvar approach," Larefi Working Papers 1203, Larefi, Université Bordeaux 4.
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More about this item
Keywords
Global liquidity; excess liquidity indicators; crises indicators; emerging countries; financial crisis;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F3 - International Economics - - International Finance
- G01 - Financial Economics - - General - - - Financial Crises
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2012-10-20 (Central Banking)
- NEP-IFN-2012-10-20 (International Finance)
- NEP-MAC-2012-10-20 (Macroeconomics)
- NEP-MON-2012-10-20 (Monetary Economics)
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