Foglia, Matteo - In: Risks : open access journal 10 (2022) 1, pp. 1-13
The purpose of this work is to investigate the influence of macroeconomics determinants on non-performing loans (NPLs …) in the Italian banking system over the period 2008Q3-2020Q4. We mainly contribute to the literature by being the first … macroeconomic impact on NPLs, i.e., on the credit risk of Italian banks. By employing the Autoregressive Distributed Lag (ARDL …