Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Asymmetric effects of the business cycle on bank credit risk

12 references·16 citing·41 second hop

FromToDepth

this work references cited by second hop

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
2000Nonlinear Time Series Models in Empirical Finance1,111 cited
2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks829 cited
2003Loan loss provisioning and economic slowdowns: too much, too late?817 cited
2000Stability of rating transitions562 cited
2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
2012Cyclical patterns in profits, provisioning and lending of banks and procyclicality of the new Basel capital requirements458 cited
2007The cyclical behaviour of European bank capital buffers382 cited
2000The Italian Business Cycle: Coincident and Leading Indicators and Some Stylized Facts161 cited
2005Stress Tests of UK Banks Using a VAR Approach144 cited

Cited by

2009International house prices and macroeconomic fluctuations196 cited
2015Corruption and bank risk-taking: Evidence from emerging economies194 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2012On portfolio optimization: Imposing the right constraints131 cited

2021How does financial inclusion affect bank stability in emerging economies?111 cited

2012Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence107 cited

2013Bank procyclicality and output: Issues and policies104 cited

2010House prices, non-fundamental components and interstate spillovers: The Australian experience94 cited

2019Bank-specific and macroeconomic determinants of non-performing loans in the Republic of Macedonia: Comparative analysis of enterprise and household NPLs86 cited

2017Does foreign bank penetration affect the risk of domestic banks? Evidence from emerging economies85 cited

2009Endogenous housing market cycles82 cited

2016Real estate investments and financial stability: evidence from regional commercial banks in China80 cited

2018Credit risk in European banks: The bright side of the internal ratings based approach73 cited

2021Institutional quality and risk in the banking system65 cited

2020Macroeconomic and bank-specific determinants of non-performing loans: the case of baltic states50 cited

2009Interest rate deregulation: Monetary policy efficacy and rate rigidity47 cited

2011The Comparative Analysis of Credit Risk Determinants In the Banking Sector of the Baltic States47 cited