ANALYZING THE SIZE, DIFFUSION, AND SPILLOVER OF LOANS RISK
We analyze the diffusion and spillover effects of credit risk among banks within a banking system, using the Mexican financial system as case study. Our proxy to measure credit risk is the non-performing loans ratio (NPL). For this purpose we construct a VAR model to identify the composition of the...
-д хадгалсан:
| -д хэвлэсэн: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Үндсэн зохиолчид: | , |
| Формат: | Artigo |
| Хэл сонгох: | Inglês |
| Хэвлэсэн: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2015
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| Нөхцлүүд: | |
| Онлайн хандалт: | https://www.redalyc.org/articulo.oa?id=423741591006 |
| Шошгууд: |
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
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