Macro stress testing the credit risk of conventional and participation banks in Turkey : a nonparametric quantile regression approach
Resul Aydemir, Zehra Atik, and Bulent Guloglu
| Year of publication: |
2024
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|---|---|
| Authors: | Aydemir, Resul ; Atik, Zehra ; Güloğlu, Bülent |
| Published in: |
Eastern European economics : EEE. - New York, N.Y : International arts and sciences press, ISSN 1557-9298, ZDB-ID 2051894-8. - Vol. 62.2024, 6, p. 727-761
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| Subject: | Macro stress resting | non-performing loans | nonparametric quantile regression | participation banking | scenario analysis | Turkish banks | Türkei | Turkey | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Bank | Kreditgeschäft | Bank lending | Notleidender Kredit | Non-performing loan | Szenariotechnik | Scenario analysis | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00128775.2023.2253226 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195386