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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Love, Inessa
अन्य लेखक: Turk-Ariss, Rima
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2013.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2013/271
ऑनलाइन पहुंच:Full text available on IMF