Christian NZENGUE PEGNET, Ibrahim Faycal FOFANA

BANK CAPITAL AND MACROECONOMIC SHOCKS: A PRINCIPAL COMPONENTS ANALYSIS AND VECTOR ERROR CORRECTION MODEL

BANK CAPITAL AND MACROECONOMIC SHOCKS: A PRINCIPAL COMPONENTS ANALYSIS AND VECTOR ERROR CORRECTION MODEL

International Journal of Economics and Finance Studies

2011-Cilt: 3 Sayı: 2

69-77

Bank Capital Channel, Shocks Transmission, Principal Component Analysis, Non-stationary panel.

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