volume 14, issue 136, P1 2014
DOI: 10.5089/9781498369060.001
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Kyunghun Kim,
Srobona Mitra

Abstract: This paper looks at the vulnerabilities stemming from banking sector linkages between countries and their macroeconomic effects. It finds that credit risks (from a banking system's claims on other countries) and funding risks (from a banking system's liabilities to another) have declined over the past five years. It also finds that funding vulnerabilities have real effects. During normal times, funding vulnerabilities are associated with significant positive GDP growth surprises. During crisis times, funding v…

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