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Household Over-indebtedness and Financial Vulnerability in Korea: Evidence from Credit Bureau Data
16 references·2 citing·50 second hopsampled
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An Empirical Analysis (2006)Household Debt Sustainability…Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics (2006)Credit Risk Drivers: Evaluati…Corporate credit risk modeling and the macroeconomy (2006)Corporate credit risk modelin…How rating agencies achieve rating stability (2004)How rating agencies achieve r…Ratings migration and the business cycle, with application to credit portfolio stress testing (2002)Ratings migration and the bus…Tracing the trajectory of financial vulnerability: a systematic review and bibliometric analysis (2024)Tracing the trajectory of fin…Household debt and financial vulnerability: empirical evidence for Spain, 2002–2020 (2024)Household debt and financial …Credit Rationing in Markets with Imperfect Information (1981)Law and Finance (1998)Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies (2011)Determinants of non-performing loans: The case of Eurozone (2014)Golden Eggs and Hyperbolic Discounting (1997)Household Finance (2006)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Markets: The Credit Rating Agencies (2010)Racial Segregation and the American Foreclosure Crisis (2010)Information: Hard and Soft (2018)The Debt-Deflation Theory of Great Depressions (1933)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Growth Forecast Errors and Fiscal Multipliers (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Wealth Inequality in the United States since 1913: Evidence from Capitalized Income Tax Data * (2016)Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)A Macroprudential Approach to Financial Regulation (2011)The Use and Effectiveness of Macroprudential Policies (2015)Household Financial Management: The Connection between Knowledge and Behavior (2003)Financial Literacy and Stock Market Participation (2007)Financial Literacy among the Young (2010)PISA 2012 Assessment and Analytical Framework (2013)Financial Literacy, Financial Education, and Downstream Financial Behaviors (2014)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Econometric Analysis of Cross Section and Panel Data (2001)Market Conditions, Default Risk and Credit Spreads (2008)Loan growth and riskiness of banks (2010)The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region (2017)Econometric Analysis of Panel Data (2021)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states (2015)Key Determinants of Non-performing Loans: New Evidence from a Global Sample (2015)The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? 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References

  • 2013Household Balance Sheets, Consumption, and the Economic Slump*1,543 cited
  • 2011Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios1,383 cited
  • 2011House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis1,164 cited
  • 2010MACROPRUDENTIAL POLICY – A LITERATURE REVIEW858 cited
  • 2009Debt Literacy, Financial Experiences, and Overindebtedness837 cited
  • 2009The Rise in Mortgage Defaults720 cited
  • 2002Ratings migration and the business cycle, with application to credit portfolio stress testing509 cited
  • 2004How rating agencies achieve rating stability467 cited
  • 2006Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics365 cited
  • 2006Household Debt Sustainability: What Explains Household Non-Performing Loans? An Empirical Analysis268 cited
  • 2006Corporate credit risk modeling and the macroeconomy253 cited
  • 2010The Great Recession: Lessons from Microeconomic Data248 cited
  • 2011Macroprudential Policy243 cited
  • 2009The role of household and business credit in banking crises214 cited
  • 2016Financial fragility of euro area households

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182 cited
  • 2015Household Debt: Facts, Puzzles, Theories, and Policies165 cited
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    • 2024Household debt and financial vulnerability: empirical evidence for Spain, 2002–202013 cited
    • 2024Tracing the trajectory of financial vulnerability: a systematic review and bibliometric analysis11 cited