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Industrial portfolio responses to macroeconomic shocks : an econometric model for developing countries (英语)

This study identifies the macro conditions under which industrial growth and financial stability are most likely, and those conditions which are most prone to create disaster. The paper models interest rates, exchange rates, and aggregate demand conditions as affecting industrial growth and financial risk through two channels. First, because these variables affect firms' income, they affect firms net worth expansion. Second, because the link between...
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