Macro-financial lnkages in Egypt : a panel analysis of economic shocks and loan portfolio quality /

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Bibliographic Details
Author / Creator:Love, Inessa, author.
Imprint:[Washington, D.C.] : International Monetary Fund, ©2013.
Description:1 online resource (40 pages) : color illustrations
Language:English
Series:IMF working paper, 1018-5941 ; WP/13/271
IMF working paper ; WP/13/271.
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/12502247
Hidden Bibliographic Details
Other authors / contributors:Turk Ariss, Rima, author.
International Monetary Fund. Middle East Center for Economics and Finance, issuing body.
International Monetary Fund.
ISBN:130642366X
9781306423663
1484338316
9781484338315
Notes:Title from PDF title page (IMF Web site, viewed December 31, 2013).
"International Monetary Fund - Middle East Center for Economics and Finance"--Page 2 of pdf
"December 2013"--Page 2 of pdf
Includes bibliographical references (pages 37-39).
Summary:"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 characteristics. Using a panel of banks over 1993-2010, the authors find that a positive shock to capital inflows and growth in gross domestic product improves banks' loan portfolio quality, and that the effect is fairly similar in magnitude using the multivariate and panel vector autoregressive frameworks. In contrast, higher lending rates may lead to adverse selection problems and hence to a drop in portfolio quality. The paper also reports that a larger market share of foreign banks in the industry improves loan quality"--Abstract
Other form:Print version: 9781306423663
Standard no.:10.5089/9781484338315.001

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100 1 |a Love, Inessa,  |e author.  |0 http://id.loc.gov/authorities/names/no2001092453 
245 1 0 |a Macro-financial lnkages in Egypt :  |b a panel analysis of economic shocks and loan portfolio quality /  |c Inessa Love and Rima Turk Ariss. 
260 |a [Washington, D.C.] :  |b International Monetary Fund,  |c ©2013. 
300 |a 1 online resource (40 pages) :  |b color illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a IMF working paper,  |x 1018-5941 ;  |v WP/13/271 
500 |a Title from PDF title page (IMF Web site, viewed December 31, 2013). 
500 |a "International Monetary Fund - Middle East Center for Economics and Finance"--Page 2 of pdf 
500 |a "December 2013"--Page 2 of pdf 
520 |a "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 characteristics. Using a panel of banks over 1993-2010, the authors find that a positive shock to capital inflows and growth in gross domestic product improves banks' loan portfolio quality, and that the effect is fairly similar in magnitude using the multivariate and panel vector autoregressive frameworks. In contrast, higher lending rates may lead to adverse selection problems and hence to a drop in portfolio quality. The paper also reports that a larger market share of foreign banks in the industry improves loan quality"--Abstract 
504 |a Includes bibliographical references (pages 37-39). 
650 0 |a Bank loans  |z Egypt. 
650 0 |a Bank loans  |z Egypt  |x Evaluation. 
650 0 |a Bank investments  |z Egypt. 
650 0 |a Financial crises  |z Egypt. 
650 6 |a Prêts bancaires  |z Égypte. 
650 6 |a Prêts bancaires  |z Égypte  |x Évaluation. 
650 6 |a Banques  |x Investissements  |z Égypte. 
650 7 |a Bank investments.  |2 fast  |0 (OCoLC)fst00826688 
650 7 |a Bank loans.  |2 fast  |0 (OCoLC)fst00826704 
650 7 |a Bank loans  |x Evaluation.  |2 fast  |0 (OCoLC)fst00826710 
650 7 |a Financial crises.  |2 fast  |0 (OCoLC)fst00924607 
651 7 |a Egypt.  |2 fast  |0 (OCoLC)fst01208755 
650 7 |a Banking Sector.  |2 imf 
650 7 |a Banking.  |2 imf 
650 7 |a Banks Balance Sheets.  |2 imf 
650 7 |a Computational Techniques.  |2 imf 
650 7 |a Financial Markets and the Macroeconomy.  |2 imf 
650 7 |a Government Policy and Regulation.  |2 imf 
651 7 |a Egypt.  |2 imf 
700 1 |a Turk Ariss, Rima,  |e author.  |0 http://id.loc.gov/authorities/names/no2013144346 
710 2 |a International Monetary Fund.  |b Middle East Center for Economics and Finance,  |e issuing body.  |0 http://id.loc.gov/authorities/names/no2013144339 
710 2 |a International Monetary Fund.  |0 http://id.loc.gov/authorities/names/n81052755 
776 0 8 |i Print version:  |z 9781306423663 
830 0 |a IMF working paper ;  |v WP/13/271.  |0 http://id.loc.gov/authorities/names/no89010263 
856 4 0 |u https://elibrary.imf.org/openurl?genre=journal&issn=1018-5941&volume=2013&issue=271  |y INTERNATIONAL MONETARY FUND 
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