Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics
NAGIOS: RODERIC FUNCIONANDO

Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics

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Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics

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Climent Serrano, Salvador Perfil
This document is a artículoDate2019

Este documento está disponible también en : http://hdl.handle.net/10550/68474
Late payments are a major problem for Spanish banks. This paper studies as determinants of loan delinquency: unemployment, interest rates, inflation, housing prices, leverage, bad debt coverage and solvency, which were the main problems facing the Spanish economy between 2004 and 2015, and also examines these determinants in periods of growth and recession. The results show that the price of housing, bad debt coverage, interest rates and solvency are the variables with the greatest impact on NPLs. Furthermore, differences exist in the behaviour of variables during periods of growth compared with periods of recession. Inertia of the dependent variable has also been detected.

    Climent Serrano, Salvador 2019 Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics Empirical Economics 56 1 325 340
https://doi.org/10.1007/s00181-017-1362-y

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