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Credit cycles and macro fundamentals
Koopman, Siem Jan; Kräussl, Roman; Lucas, André; … - 2006
We study the relation between the credit cycle and macro-economic fundamentals in an intensity-based framework. Using … the credit cycle from the micro rating data. We relate this cycle to the business cycle, bank lending conditions, and … financial market variables. In line with earlier studies, these variables appear to explain part of the credit cycle. As our …
Persistent link: https://www.econbiz.de/10011348707
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Signaling Asset Price Bubbles with Time-Series Methods
Taipalus, Katja - 2012
This paper provides an early warning indicator for bubbles in financial markets. The indicator is based on traditional unit root tests, more precisely on the augmented Dickey-Fuller test and may be used in a repeated manner with rolling samples. The performance of the indicator is tested...
Persistent link: https://www.econbiz.de/10013111338
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Bank managers' heterogeneous decisions on discretionary loan loss provisions
Lobo, GeraldJ.; Yang, Gong-Hoon - In: Review of quantitative finance and accounting 16 (2001) 3, pp. 223-250
Persistent link: https://www.econbiz.de/10001748035
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Assessing credit cycle dynamics in the Turkish banking sector
Güney, Ethem; Çolak, M. Selman; Yılmaz, M. Hasan - In: Evoluation of money, banking and financial crisis : …, (pp. 265-285). 2020
Persistent link: https://www.econbiz.de/10012802549
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Similarity between business and credit cycles : evidence from Turkish banking sector
Çolak, Mehmet Selman; Kazdal, Abdullah; Yılmaz, … - 2020
Persistent link: https://www.econbiz.de/10013041001
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Housing loans and domestic credit in the Baltic States and Poland : Structural breaks and macroeconomic determinants
Hegerty, Scott W. - In: Journal of economics & management 42 (2020) 4, pp. 48-69
Persistent link: https://www.econbiz.de/10012601827
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Tunisian banking loans strategy
Khalfaoui, Hamdi - In: African journal of economic and sustainable development 8 (2021) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10012513784
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Measuring credit procyclicality : a new database
Bouvatier, Vincent; Delatte, Anne-Laure; Rehault, … - In: Emerging markets review 52 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013419008
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A novel default risk prediction and feature importance analysis technique for marketplace lending using machine learning
Hornuf, Lars; Drechsler, Rolf - In: Credit and capital markets : Kredit und Kapital 56 (2023) 1, pp. 27-62
Marketplace lending has fundamentally changed the relationship between borrowers and lenders in financial markets. As with many other financial products that have emerged in recent years, internet-based investors may be inexperienced in marketplace lending, highlighting the importance of...
Persistent link: https://www.econbiz.de/10014518604
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Bank lending, macroeconomic conditions and financial uncertainty : evidence from Malaysia
Ibrahim, Mansor Haji; Eskandar Shah, Mohamed - In: Review of development finance 2 (2012) 3/4, pp. 156-164
Persistent link: https://www.econbiz.de/10009689431