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Brenda Gonzalez-Hermosillo
Researcher at International Monetary Fund
Publications - 62
Citations - 2270
Brenda Gonzalez-Hermosillo is an academic researcher from International Monetary Fund. The author has contributed to research in topics: Financial crisis & Market liquidity. The author has an hindex of 25, co-authored 62 publications receiving 2197 citations. Previous affiliations of Brenda Gonzalez-Hermosillo include Massachusetts Institute of Technology.
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Empirical Modelling of Contagion: A Review of Methodologies
TL;DR: A review of the existing literature on contagion detection during financial market crises can be found in this paper, where a number of extensions are also suggested which allow for multivarite testing, endogeneity issues and structural breaks.
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Determinants of Ex-Ante Banking System Distress: A Macro-Micro Empirical Exploration of Some Recent Episodes
TL;DR: The authors empirically analyzes the contribution of microeconomic and macroeconomic factors in five recent episodes of banking system problems in the U.S. Southwest (1986-92), Northeast (1991-92, and California (1992-93); Mexico (1994-95); and Colombia (1982-87).
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Contagion in International Bond Markets during the Russian and LTCM Crises
TL;DR: In this paper, the authors quantify the contribution of contagion to the spread of the Russian bond default in 1998 and the long-term capital management (LTCM) recapitalization announcement in the following month.
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Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis
Nathaniel Frank,Brenda Gonzalez-Hermosillo,Brenda Gonzalez-Hermosillo,Heiko Hesse,Laura E. Kodres +4 more
TL;DR: In this paper, the authors examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis.
Journal ArticleDOI
Empirical Modeling of Contagion: A Review of Methodologies
TL;DR: A review of the existing literature on contagion detection during financial market crises can be found in this article, where a number of alternative methods to test for the presence of contagion are discussed.