Credit risk and macroeconomic stress tests in China
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DOI: 10.1057/s41261-018-0084-1
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Cited by:
- Su, Chi-Wei & Cai, Xu-Yu & Qin, Meng & Tao, Ran & Umar, Muhammad, 2021. "Can bank credit withstand falling house price in China?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 257-267.
- Luminita Gabriela ISTRATE, 2020. "Integration Of Macroeconomic Variables In The Analysis Of Credit Risk And The Impact On The Rate Of Return Of Companies And The Degree Of Corporate Indebtedness," Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 14(1), pages 173-181, November.
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More about this item
Keywords
Macroeconomic stress test; Vector autoregression; Banking system; Central bank; Shadow banking;All these keywords.
JEL classification:
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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