Contagion and Volatility with Imperfect Credit Markets /

This paper interprets contagion effects as an increase in the volatility of aggregate shocks impinging on the domestic economy. The implications of this approach are analyzed in a model with two types of credit market imperfections: domestic banks borrow at a premium on world capital markets, and do...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Aizenman, Joshua
Kolejni autorzy: Agenor, Pierre-Richard
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 1997.
Seria:IMF Working Papers; Working Paper ; No. 1997/127
Dostęp online:Full text available on IMF
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100 1 |a Aizenman, Joshua. 
245 1 0 |a Contagion and Volatility with Imperfect Credit Markets /  |c Joshua Aizenman, Pierre-Richard Agenor. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1997. 
300 |a 1 online resource (33 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a This paper interprets contagion effects as an increase in the volatility of aggregate shocks impinging on the domestic economy. The implications of this approach are analyzed in a model with two types of credit market imperfections: domestic banks borrow at a premium on world capital markets, and domestic producers (whose demand for credit results from working capital needs) borrow at a premium from domestic banks. Higher volatility of producers' productivity shocks increases both domestic and foreign financial spreads and the producers' cost of capital, resulting in lower employment and higher incidence of default. Welfare effects are nonlinearly related to the degree of international financial integration. 
538 |a Mode of access: Internet 
700 1 |a Agenor, Pierre-Richard. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1997/127 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1997/127/001.1997.issue-127-en.xml  |z IMF e-Library