Do the determinants of non-performing loans have a different effect over time? A conditional correlation approach
Year of publication: |
2021
|
---|---|
Authors: | Fallanca, Mariagrazia ; Forgione, Antonio Fabio ; Otranto, Edoardo |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 1, p. 1-15
|
Publisher: |
Basel : MDPI |
Subject: | delinquency rates | macroeconomic factors | Dynamic Conditional Correlation | non-linear autoregressive models |
-
Fallanca, Mariagrazia, (2021)
-
Dijk, Dorinth van, (2025)
-
Risk-based loan pricing consequences for credit unions
Walke, Adam G., (2018)
- More ...
-
Fallanca, Mariagrazia, (2021)
-
Forecasting the macro determinants of bank credit quality : a non-linear perspective
Fallanca, Maria Grazia, (2020)
-
Extra Profits in the Healthcare Factoring Industry: Evidence from Panel Data Analysis
Migliardo, Carlo, (2015)
- More ...