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Foreign Banks and Credit Volatility: The Case of Latin American Countries

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  • Meriem Haouat
  • Diego Nicolas Moccero
  • Ramiro Sosa Navarro

Abstract

Foreign bank presence has substantially increased in Latin America during the second half of the 1990s, which has prompted an intense debate on its banking and macroeconomic consequences. In this paper, we apply ARCH techniques to jointly estimate

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File URL: http://www.wider.unu.edu/stc/repec/pdfs/wp2010/wp2010-52.pdf
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Paper provided by World Institute for Development Economic Research (UNU-WIDER) in its series Working Paper Series with number wp2010-52.

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Length: 14
Date of creation: 2010
Date of revision:
Handle: RePEc:unu:wpaper:wp2010-52

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Keywords: foreign banks; credit volatility; Latin America; panel data; ARCH techniques;

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