Study Of Correlation Between Average Interest Rate And Non-Performing Loans In The Romanian Banking System During 2006- February 2010
AbstractThis paper aims to examine the correlation between average interest rate and non-performing loans in the Romanian banking system during 2006-February 2010. We based our approach on the Pearson correlation coefficient and we realized an empirical study, which demonstrates how these relevant banking elements are connected. Also, the result of this research suggests that there are other indirect channels which affect the non-performing loans.
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Bibliographic InfoArticle provided by University of Oradea, Faculty of Economics in its journal The Journal of the Faculty of Economics - Economic.
Volume (Year): 1 (2010)
Issue (Month): 2 (December)
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Pearson correlation coeficient; Non-performing loans; Average interest rate; Credit-risk provisions;
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Capital; Investment; Capacity
- D63 - Microeconomics - - Welfare Economics - - - Equity, Justice, Inequality, and Other Normative Criteria and Measurement
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- Taisier A. Zoubi & Osamah Al-Khazali, 2007. "Empirical testing of the loss provisions of banks in the GCC region," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 33(7), pages 500-511.
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- Arindam Bandyopadhyay & Tasneem Chherawala & Asish Saha, 2007. "Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital," Journal of Risk Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 8(4), pages 330-348, August.
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