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...
| Autor principal: | |
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| Altres autors: | , , |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2010.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2010/124 |
| Accés en línia: | Full text available on IMF |