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Impact of Macroeconomic Forces on Nonperforming Loans: An Empirical Study of Commercial Banks in Pakistan
12 references·6 citing·36 second hop
Impact of Macroeconomic Forces on Nonperforming Loans: An Empirical Study of Commercial Banks in Pakistan (2013)Impact of Macroeconomic Forces on Nonperf…Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis (2011)Investigating the Determinant…AN ARDL APPROACH TO THE DETERMINANTS OF NON- PERFORMING LOANS IN ISLAMIC BANKING SYSTEM IN MALAYSIA (2011)AN ARDL APPROACH TO THE DETER…Stress-Testing Financial Systems: An Overview of Current Methodologies (2007)Stress-Testing Financial Syst…International Financial Statistics (2003)International Financial Stati…Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)Credit Risk in Two Institutio…Bank Reform and Bank Efficiency in Pakistan (2001)Bank Reform and Bank Efficien…Bank insolvencies: cross-country experience (1996)Bank insolvencies: cross-coun…Loan-loss experience and risk-taking behavior at large commercial banks (1991)Loan-loss experience and risk…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Factors affecting non-performing loans of commercial banks: the role of bank performance and credit growth (2020)Factors affecting non-perform…Corporate governance structure, Bank externalities and sensitivity of non-performing loans in Nigeria (2020)Corporate governance structur…Corporate Financial Distress of Industry Level Listings in Vietnam (2019)Corporate Financial Distress …Macroeconomics Determinants of Non-Performing Loans in Malaysia: An ARDL Approach (2018)Macroeconomics Determinants o…Determinants of Non-Performing Loans in Nigeria’s Deposit Money Banks (2017)Determinants of Non-Performin…The risk-capital-efficiency trilogy (2016)The risk-capital-efficiency t…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)Bank profitability and the business cycle (2008)Loan growth and riskiness of banks (2010)Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states (2015)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Macroeconomics and Reality (1980)This Time Is Different (2009)Economic Determinants of Non-Performing Loans: Perception of Pakistani Bankers (2012)Determinants of Non-Performing Loans: Evidence from the Jordanian Banking Sector (2017)Bank-specific and macroeconomic determinants of non-performing loans in the Republic of Macedonia: Comparative analysis of enterprise and household NPLs (2019)Bank loan-loss provisions and the income-smoothing hypothesis: An empirical analysis, 1976–1984 (1988)The S&L Insurance Mess: How Did It Happen? (1990)Determinants of the Loan Loss Allowance: Some Cross‐Country Comparisons (2004)Banking supervision and nonperforming loans: a cross‐country analysis (2009)The determinants of banks' credit risk: Review of the literature and future research agenda (2020)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Bank Runs, Deposit Insurance, and Liquidity (1983)Coherent Measures of Risk (1999)New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability (2007)Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks (2011)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Corruption and Foreign Direct Investment (2002)Economic Vulnerability and Resilience: Concepts and Measurements (2009)World Development indicators (2015)Costs of banking system instability: Some empirical evidence (2002)Comparing early warning systems for banking crises (2008)Sovereign Default, Domestic Banks, and Financial Institutions (2013)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2003International Financial Statistics867 cited
  • 2002Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks829 cited
  • 1996Bank insolvencies: cross-country experience552 cited
  • 1991Loan-loss experience and risk-taking behavior at large commercial banks233 cited
  • 2007Stress-Testing Financial Systems: An Overview of Current Methodologies225 cited
  • 2011Investigating the Determinants of Nonperforming Loans in the Romanian Banking System: An Empirical Study with Reference to the Greek Crisis98 cited
  • 2001Bank Reform and Bank Efficiency in Pakistan82 cited
  • 2011AN ARDL APPROACH TO THE DETERMINANTS OF NON- PERFORMING LOANS IN ISLAMIC BANKING SYSTEM IN MALAYSIA71 cited

Cited by

  • 2019Corporate Financial Distress of Industry Level Listings in Vietnam28 cited
  • 2017Determinants of Non-Performing Loans in Nigeria’s Deposit Money Banks

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28 cited
  • 2020Factors affecting non-performing loans of commercial banks: the role of bank performance and credit growth25 cited
  • 2020Corporate governance structure, Bank externalities and sensitivity of non-performing loans in Nigeria25 cited
  • 2018Macroeconomics Determinants of Non-Performing Loans in Malaysia: An ARDL Approach25 cited
  • 2016The risk-capital-efficiency trilogy21 cited