International Transmission of Bank and Corporate Distress
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More about this item
KeywordsSpillovers; International financial markets; bank; corporate; distress; GVAR; financial; international; probability; bank distress; probabilities; bank default; logarithm; Open Economy Macroeconomics; Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation; Financial Institutions and Services: General; Corporate Finance and Governance: General; Model Construction and Estimation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-17 (All new papers)
- NEP-BAN-2010-07-17 (Banking)
- NEP-IFN-2010-07-17 (International Finance)
- NEP-RMG-2010-07-17 (Risk Management)
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