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Macroeconomic Determinants of Polish Banks’ Loan Losses – Results of a Panel Data Study
16 references·4 citing·46 second hop
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References

  • 1997Problem loans and cost efficiency in commercial banks1,989 cited
  • 2000A comparative analysis of current credit risk models967 cited
  • 1999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES965 cited
  • 1979The Structure within Industries and Companies' Performance904 cited
  • 1982Serial Correlation and the Fixed Effects Model861 cited
  • 1995A Theory of Income and Dividend Smoothing Based on Incumbency Rents763 cited
  • 1979The Structure Within Industries and Companies' Performance717 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation609 cited
  • 2004Bank provisioning behaviour and procyclicality491 cited
  • 2006Banks’ riskiness over the business cycle: a panel analysis on Italian intermediaries286 cited
  • 2004Determining management behaviour in European banking259 cited
  • 2003Managerial Incentives for Income Smoothing Through Bank Loan Loss Provisions257 cited
  • 1999Does Faster Loan Growth Lead to Higher Loan Losses189 cited
  • 2005A comparative analysis of macro stress-testing methodologies with application to Finland141 cited
  • 2003The Provisioning Experience of the Major UK Banks: A Small Panel Investigation101 cited

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  • 2007Portfolio Credit Risk88 cited
  • Cited by

    • 2021Is there a nonlinear relationship between nonperforming loans and bank profitability? Evidence from dynamic panel threshold26 cited
    • 2014Macroeconomic Credit Risk Factors in Poland’s Banking Sector25 cited
    • 2017How did rapid credit growth cause non-performing loans in the CEE Countries?24 cited
    • 2018Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment24 cited