Analyzing Default Risk and Liquidity Demand During a Financial Crisis: The Case of Canada
نویسندگان
چکیده
منابع مشابه
Analyzing Default Risk and Liquidity Demand in Canada during the Financial Crisis
We use detailed data from the Canadian banking sector to evaluate the impact of the 2007 financial crisis. We document that unlike the Euro zone, which experienced a sharp and persistent increase in demand for liquidity supplied by the central bank immediately after the outbreak of the subprime crisis in the summer of 2007, the Canadian banking system experienced distress only for a limited tim...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2011
ISSN: 1556-5068
DOI: 10.2139/ssrn.1909991