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International Transmission of Bank and Corporate Distress

International Transmission of Bank and Corporate Distress »

Source: International Transmission of Bank and Corporate Distress

Volume/Issue: 2010/124

Series: IMF Working Papers

Author(s): Papa N'Diaye , Dale Gray , Natalia Tamirisa , Hiroko Oura , and Qianying Chen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

ISBN: 9781455200832

Keywords: bank, corporate, distress, GVAR, financial, international, probability, bank distress, probabilities, bank default

The paper evaluates how increases in banks' and nonfinancial corporates' default risk are transmitted in the global economy, using in a vector autoregression model for 30 advanced and emerging economies for the per...

Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China

Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China »

Source: Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China

Volume/Issue: 2012/81

Series: IMF Working Papers

Author(s): Papa N'Diaye , and Ashvin Ahuja

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502336

Keywords: Macroeconomic Interdependence, Growth, Global VAR, Applied General Equilibrium Model, Simulation, financial system, lending, portfolio, financial distress, Multiple or Simultaneous Equation Models: Time-Series Models

Hong Kong SAR was hit hard by the global financial crisis, which started out in the U.S. and spilled over to the rest of the world. Three years later, vulnerabilities in the euro area's financial system and concern...

International Transmission of Bank and Corporate Distress

International Transmission of Bank and Corporate Distress »

Volume/Issue: 2010/124

Series: IMF Working Papers

Author(s): Papa N'Diaye , Dale Gray , Natalia Tamirisa , Hiroko Oura , and Qianying Chen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2010

DOI: http://dx.doi.org/10.5089/9781455200832.001

ISBN: 9781455200832

Keywords: bank, corporate, distress, GVAR, financial, international, probability, bank distress, probabilities, bank default

The paper evaluates how increases in banks' and nonfinancial corporates' default risk are transmitted in the global economy, using in a vector autoregression model for 30 advanced and emerging economies for the per...

Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China

Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China »

Volume/Issue: 2012/81

Series: IMF Working Papers

Author(s): Papa N'Diaye , and Ashvin Ahuja

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

DOI: http://dx.doi.org/10.5089/9781475502336.001

ISBN: 9781475502336

Keywords: Macroeconomic Interdependence, Growth, Global VAR, Applied General Equilibrium Model, Simulation, financial system, lending, portfolio, financial distress, Multiple or Simultaneous Equation Models: Time-Series Models

Hong Kong SAR was hit hard by the global financial crisis, which started out in the U.S. and spilled over to the rest of the world. Three years later, vulnerabilities in the euro area's financial system and concern...