International Transmission of Bank and Corporate Distress /

The paper evaluates how increases in banks' and nonfinancial corporates' default risk are transmitted in the global economy, using in a vector autoregression model for 30 advanced and emerging economies for the period from January 1996 to December 2008. The results point to two-way causali...

Полное описание

Библиографические подробности
Главный автор: N'Diaye, Papa
Другие авторы: Gray, Dale, Oura, Hiroko, Tamirisa, Natalia
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2010.
Серии:IMF Working Papers; Working Paper ; No. 2010/124
Online-ссылка:Full text available on IMF

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