Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality
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- Love, Inessa & Turk Ariss, Rima, 2014. "Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 158-181.
- Inessa Love & Rima Turk-Ariss, 2013. "Macro-Financial Linkages in Egypt; A Panel Analysis of Economic Shocks and Loan Portfolio Quality," IMF Working Papers 13/271, International Monetary Fund.
- Inessa Love & Rima Turk Ariss, 2013. "Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality," Working Papers 798, Economic Research Forum, revised Nov 2013.
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More about this item
KeywordsMacroeconomic Shocks; Banks; Loan Quality; Panel Vector Autoregression;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ARA-2013-06-30 (MENA - Middle East & North Africa)
- NEP-BAN-2013-06-30 (Banking)
- NEP-CBA-2013-06-30 (Central Banking)
- NEP-FDG-2013-06-30 (Financial Development & Growth)
- NEP-OPM-2013-06-30 (Open Economy Macroeconomics)
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