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...
Guardat en:
| Publicat a: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
|---|---|
| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2015
|
| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=423741591006 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|