Default, Credit Growth, and Asset Prices

Default, Credit Growth, and Asset Prices
This paper uses a Merton-type estimate of the probability of default (PoD) for the main banks in a sample of Organization for Economic Cooperation and Development and middle-income countries as a proxy for the fragility of their banking systems. Based on theory and stylized facts, the paper explores a range of financial and real variables that... READ MORE...

Publication date: September 2006
ISBN 9781451864830
$18.00

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