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...

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Bibliografiska uppgifter
Huvudupphovsman: Love, Inessa
Övriga upphovsmän: Turk-Ariss, Rima
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2013.
Serie:IMF Working Papers; Working Paper ; No. 2013/271
Länkar:Full text available on IMF