Determinants Of Nonperforming Loans In Central And Eastern European Countries: Macroeconomic Indicators And Credit Discipline
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References listed on IDEAS
- Marcucci, Juri & Quagliariello, Mario, 2008.
"Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 18(1), pages 46-63, February.
- Juri Marcucci & Mario Quagliariello, "undated". "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.
- Thomas C. Wilson, 1998. "Portfolio credit risk," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 71-82.
- Michael Boss & Martin Fenz & Johannes Pann & Claus Puhr & Martin Schneider & Eva Ubl, 2009. "Modeling Credit Risk through the Austrian Business Cycle: An Update of the OeNB Model," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 17, pages 85-101.
- Stephen D. Williamson, 1985. "Financial Intermediation, Business Failures, and Real Business Cycles," UWO Department of Economics Working Papers 8507, University of Western Ontario, Department of Economics.
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- repec:rmk:rmkbae:v:6:y:2019:i:1:p:41-64 is not listed on IDEAS
- repec:rnd:arjebs:v:8:y:2016:i:5:p:39-55 is not listed on IDEAS
- Ruja, Catalin, 2014. "Macro Stress-Testing Credit Risk in Romanian Banking System," MPRA Paper 58244, University Library of Munich, Germany.
- Nikola Radivojevic & Jelena Jovovic, . "Examining of Determinants of Non-Performing Loans," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-17.
More about this item
Keywordsmacro credit risk models; nonperforming loans; deleveraging; economic cycle; financial conditions; credit discipline; emerging markets; panel regressions;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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