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Determinants of Default Ratios in the Segment of Loans to Households in Spain
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2009The Rise in Mortgage Defaults720 cited
  • 2013Gross capital flows: Dynamics and crises712 cited
  • 2005Credit Cycles, Credit Risk, and Prudential Regulation609 cited
  • 2002The Household Bankruptcy Decision527 cited
  • 2003Collateral, type of lender and relationship banking as determinants of credit risk434 cited
  • 1999Determinants of the Consumer Bankruptcy Decision304 cited
  • 2006Household Debt Sustainability: What Explains Household Non-Performing Loans? An Empirical Analysis268 cited
  • 2003Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks164 cited
  • 2000An Empirical Analysis of Personal Bankruptcy and Delinquency154 cited
  • 2011Short-run forecasting of the euro-dollar exchange rate with economic fundamentals109 cited
  • 2011Income and Democracy: Revisiting the Evidence100 cited
  • 2012Markov-Switching Dynamic Factor Models in Real Time99 cited
  • 2004Determinants of Collateral73 cited
  • 2010Local Versus Aggregate Lending Channels: The Effects Of Securitization On Corporate Credit Supply In Spain

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72 cited
  • 2011Do Dynamic Provisions Reduce Income Smoothing Using Loan Loss Provisions?69 cited
  • Cited by

    • 2015Fiscal multipliers in turbulent times: the case of Spain117 cited
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    • 2012International Reserves and Gross Capital Flows - Dynamics During Financial Stress65 cited
    • 2013Short-Term Forecasting for Empirical Economists. A Survey of the Recently Proposed Algorithms61 cited
    • 2012The Safety and Soundness Effects of Bank M&As in the EU: Does Prudential Regulation Have Any Impact?57 cited
    • 2014Estimation of Regulatory Credit Risk Models56 cited
    • 2012Boom-Bust Cycles, Imbalances and Discipline in Europe55 cited
    • 2012The International Risk-Sharing Puzzle is at Business-Cycle and Lower Frequency51 cited
    • 2012Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?46 cited
    • 2012Effects of Equity Capital on the Interest Rate and the Demand for Credit: Empirical Evidence from Spanish Banks45 cited
    • 2012Why Did High Productivity Growth of Banks Precede the Financial Crisis?44 cited
    • 2013Meeting Our D€Stiny. A Disaggregated Euro Area Short Term Indicator Model to Forecast GDP (Y) Growth42 cited
    • 2012Bank Leverage Cycles32 cited
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