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.
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| ISBN: | 130642366X
9781306423663
1484338316
9781484338315
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| 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).
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| 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
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| Other form: | Print version: 9781306423663
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| Standard no.: | 10.5089/9781484338315.001
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