Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI

In this paper, we analyze the link between the macroeconomic developments and the banking credit risk in a particular group of countries – Greece, Ireland, Portugal, Spain and Italy (GIPSI) – recently affected by unfavourable economic and financial conditions.

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Year of publication:	2013
Authors:	Castro, Vítor
Published in:	Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 31.2013, C, p. 672-683
Publisher:	Elsevier
Subject:	Credit risk \| Macroeconomic factors \| Banking system \| GIPSI \| Panel data

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Type of publication:	Article
Classification:	C23 - Models with Panel Data ; G21 - Banks; Other Depository Institutions; Mortgages ; F41 - Open Economy Macroeconomics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011048949