Bank lending, macroeconomic conditions and financial uncertainty: Evidence from Malaysia

• Main Authors: Ibrahim, Mansor H., Shah Haneef, Sayed Sikandar
• Format: Article
• Language: English
• Published: Elsevier BV 2012
• Subjects: HG Finance
• Online Access: http://irep.iium.edu.my/28856/1/Bank_lending%2C_macroeconomic_conditions_and_financial_uncertainty.pdf; http://irep.iium.edu.my/28856/; http://www.sciencedirect.com/science/article/pii/S1879933712000279; http://dx.doi.org/10.1016/j.rdf.2012.09.001

In this paper, we examine the interrelations between bank lending, macroeconomic conditions and financial uncertainty for an emerging economy, Malaysia. Adopting time series techniques of cointegration, causality and vector autoregressions (VARs), we arrive at the following main results. We note lon...