The role of macroeconomic determinants in credit risk measurement in transition country: Estonian example
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- Grigori Fainstein & Igor Novikov, 2011. "The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 20-45, June.
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More about this item
Keywordsnon-performing loans; banking system; credit risk determinants; vector error correction model; VECM; Estonia; macroeconomics; real estate; market variables; constant loan portfolios; GDP; credit risk management; risk assessment; transition economies.;
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