The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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[Non-performing loans and the macroeconomy: Modeling the systemic credit risk in Czech Republic]," MPRA Paper 59917, University Library of Munich, Germany.
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More about this item
KeywordsNon-performing loans; Banking system; Credit risk determinants; Vector error correction model;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- 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
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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