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...
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Awduron Eraill: | , , |
Fformat: | Cylchgrawn |
Iaith: | English |
Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2010.
|
Cyfres: | IMF Working Papers; Working Paper ;
No. 2010/124 |
Mynediad Ar-lein: | Full text available on IMF |