Macro Credit Risk Stress Testing in Tanzanian Banking Sector: A Global Vector Autoregressive (GVAR) Approach.

Autor: Kishimba, Khadijah Jumanne1 (AUTHOR), Akande, Joseph Olorunfemi2 (AUTHOR), Muzindutsi, Paul-Francois1 (AUTHOR) MuzindutsiP@ukzn.ac.za
Zdroj: Journal of African Business. Aug2024, Vol. 25 Issue 3, p531-554. 24p.
Databáze: Business Source Ultimate