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Record Nr. |
UNINA9910463997503321 |
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Autore |
Tieman Alexander F |
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Titolo |
The real effects of financial sector risk [[electronic resource] /] / Alexander F. Tieman and Andrea M. Maechler |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, 2009 |
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ISBN |
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1-4623-7090-X |
1-282-84406-7 |
1-4527-7730-6 |
1-4518-7345-X |
9786612844065 |
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Descrizione fisica |
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1 online resource (49 p.) |
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Collana |
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IMF working paper ; ; WP/09/198 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Financial risk |
Economic development |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Data; 1. Average Distance-to-Default in the Sample; 2. Average One-Year Expected Default Frequency; 1. The Distance-to-Default Measure; 3. Real Private Sector Credit Growth; III. Methodology; IV. Regresion Results and Discussion; 1. Macroeconomic Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; 2. Bank-Specific Regressions-Distance-to-Default Indicators and Implied Effect on Credit Growth for Major European Banks; V. Conclusion and Policy Implications |
I. Data and Tables1. Data Summary; 2. Vector Error Correction Model Regression Results; 3. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF1; 4. Macroeconomic Panel Regression Results for Private Sector Credit Using EDF5; 5. Macroeconomic Panel Regression Results for Private Sector Credit Using DD; 6. Macroeconomic Panel Regression Results for Private Sector Credit Using System DD; 7. Macroeconomic Panel Regression Results for Private |
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