Leading indicators of non-performing loans in Greece : the information content of macro-, micro- and bank-specific variables
Angelos T. Vouldis, Dimitrios P. Louzis
| Year of publication: |
May 2018
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| Authors: | Vouldis, Angelos T. ; Louzis, Dimitrios P. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 54.2018, 3, p. 1187-1214
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| Subject: | Credit risk | Non-performing loans forecasting | Disaggregation | Panel data | Stress testing | Kreditrisiko | Griechenland | Greece | Notleidender Kredit | Non-performing loan | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Panel | Panel study | Schätzung | Estimation | Kreditgeschäft | Bank lending | Frühindikator | Leading indicator | Bankrisiko | Bank risk |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1247-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011949489