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Asymmetric effects of the business cycle on bank credit risk · Study

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ArticleAsymmetric effects of the business cycle on bank credit risk

Juri Marcucci2009

Article2009

Asymmetric effects of the business cycle on bank credit risk

Juri Marcucci · Mario Quagliariello

114 citations·0/0 files stored·Journal of Banking & Finance

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Banking stability, regulation, efficiency Monetary Policy and Economic Impact Credit Risk and Financial Regulations

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis 2000Nonlinear Time Series Models in Empirical Finance 2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks 2003Loan loss provisioning and economic slowdowns: too much, too late?2000Stability of rating transitions 2002Ratings migration and the business cycle, with application to credit portfolio stress testing

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2009International house prices and macroeconomic fluctuations 2015Corruption and bank risk-taking: Evidence from emerging economies 2012On portfolio optimization: Imposing the right constraints 2021How does financial inclusion affect bank stability in emerging economies?2012Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence

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Year2009

Typearticle

Published2009-03-27

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations114

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.1016/j.jbankfin.2009.03.010

openalex_workW1997228305

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2013

Bank procyclicality and output: Issues and policies

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