Credit Risk Determinants In The Vulnerable Economies Of Europe: Evidence From The Italian Banking System
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Other versions of this item:
- Esida Gila-Gourgoura & Eftychia Nikolaidou, 2018. "Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Italian Banking System," School of Economics Macroeconomic Discussion Paper Series 2018-08, School of Economics, University of Cape Town.
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Cited by:
- Rasa Kanapickienė & Greta Keliuotytė-Staniulėnienė & Deimantė Teresienė & Renatas Špicas & Airidas Neifaltas, 2022. "Macroeconomic Determinants of Credit Risk: Evidence on the Impact on Consumer Credit in Central and Eastern European Countries," Sustainability, MDPI, vol. 14(20), pages 1-62, October.
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Keywords
Credit risk; macroeconomic determinants; bank-specific variables; sovereign debt crisis; Italian banking systemcredit risk; Italian banking system; sovereign debt crisis;All these keywords.
JEL classification:
- 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
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-11-26 (Banking)
- NEP-CFN-2018-11-26 (Corporate Finance)
- NEP-RMG-2018-11-26 (Risk Management)
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