Replication data for: International Contagion through Leveraged Financial Institutions
Principal Investigator(s): View help for Principal Investigator(s) Eric van Wincoop
Version: View help for Version V1
| Name | File Type | Size | Last Modified |
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| data_files_AEJMacro_0224_2011 | 10/12/2019 09:47:PM | ||
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text/plain | 14.6 KB | 10/12/2019 05:47:PM |
Project Citation:
van Wincoop, Eric. Replication data for: International Contagion through Leveraged Financial Institutions. Nashville, TN: American Economic Association [publisher], 2013. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2019-10-12. https://doi.org/10.3886/E114273V1
Project Description
Summary:
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The 2008 –2009 financial crises, while originating in the United
States, witnessed a drop in asset prices and output that was at least
as large in the rest of the world. We investigate, in the context of a
simple two-country model, whether this could have been the result
of transmission through leveraged financial institutions. The paper
highlights what the various transmission mechanisms associated
with balance sheet losses are. For realistic parameters we find that
the model cannot account for the global nature of the crisis, both
in terms of the size of the impact and the extent of transmission.
Scope of Project
JEL Classification:
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E32 Business Fluctuations; Cycles
E44 Financial Markets and the Macroeconomy
F44 International Business Cycles
G01 Financial Crises
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
E32 Business Fluctuations; Cycles
E44 Financial Markets and the Macroeconomy
F44 International Business Cycles
G01 Financial Crises
G21 Banks; Depository Institutions; Micro Finance Institutions; Mortgages
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