Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality /

This paper investigates macro-financial linkages in Egypt using two complementary methods, assessing the interaction between different macroeconomic aggregates and loan portfolio quality in a multivariate framework as well as through a panel vector autoregressive method that controls for bank-level...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Love, Inessa
מחברים אחרים: Turk-Ariss, Rima
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2013.
סדרה:IMF Working Papers; Working Paper ; No. 2013/271
גישה מקוונת:Full text available on IMF