Coverart for item
The Resource Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality, Inessa Love

Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality, Inessa Love

Label
Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality
Title
Macro-Financial Linkages in Egypt
Title remainder
A Panel Analysis of Economic Shocks and Loan Portfolio Quality
Statement of responsibility
Inessa Love
Creator
Contributor
Author
Subject
Genre
Language
eng
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
Member of
Cataloging source
DcWaIMF
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
Love, Inessa
Government publication
international or intergovernmental publication
LC call number
K4452.I57
LC item number
L684 2013 ONLINE
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Turk Ariss, Rima
Series statement
IMF Working Paper
Series volume
WP/13/271
http://library.link/vocab/subjectName
  • Banking Sector
  • Banking
  • Banks Balance Sheets
  • Computational Techniques
  • Financial Markets and the Macroeconomy
  • Government Policy and Regulation
  • Egypt
Label
Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality, Inessa Love
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2013271
Dimensions
unknown
Extent
1 online resource (40 pages)
Form of item
online
Isbn
9781484338315
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781484338315.001
Specific material designation
remote
System control number
(IMF)WPIEA2013271
Label
Macro-Financial Linkages in Egypt : A Panel Analysis of Economic Shocks and Loan Portfolio Quality, Inessa Love
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
imfWPIEA2013271
Dimensions
unknown
Extent
1 online resource (40 pages)
Form of item
online
Isbn
9781484338315
Issn
1018-5941
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781484338315.001
Specific material designation
remote
System control number
(IMF)WPIEA2013271

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