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Non-performing loans and sovereign credit ratings
16 references·7 citing·45 second hop
Non-performing loans and sovereign credit ratings (2019)Non-performing loans and sovereign credit…Panel Vector Autoregression in R with the Package Panelvar (2017)Panel Vector Autoregression i…Bank Exposures and Sovereign Stress Transmission (2017)Bank Exposures and Sovereign …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades (2016)Bank Ratings and Lending Supp…Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing (2014)Have Rating Agencies Become M…A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk (2014)A Pyrrhic Victory? Bank Bailo…Sovereign Default, Domestic Banks, and Financial Institutions (2013)Sovereign Default, Domestic B…Political uncertainty and risk premia (2013)Political uncertainty and ris…Banking risk and regulation: Does one size fit all? 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Text-based evidence from European banks (2021)Does soft information determi…A Literature Review of Non-Performing Loan (2021)A Literature Review of Non-Pe…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1998)Firm growth and R&D expenditure (2009)Search, Liquidity, and the Dynamics of House Prices and Construction (2014)Happiness Begets Money: Emotion and Engagement in Live Streaming (2021)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the Pooling of Time Series and Cross Section Data (1978)Determinants and Impact of Sovereign Credit Ratings (1996)Econometric Analysis of Cross Section and Panel Data (2001)Sovereign credit ratings and financial markets linkages: Application to European data (2012)Fiscal Policy under Low Interest Rates (2023)Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness (2023)Initial conditions and moment restrictions in dynamic panel data models (1995)Economic growth, CO2 emissions and energy consumption: What causes what and where? 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References

  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2001Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models981 cited
  • 2014A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk812 cited
  • 2013Sovereign Default, Domestic Banks, and Financial Institutions543 cited
  • 2011A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk488 cited
  • 2005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION336 cited
  • 2010Short- and long-run determinants of sovereign debt credit ratings312 cited
  • 2011Banking risk and regulation: Does one size fit all?292 cited
  • 2014Have Rating Agencies Become More Conservative? Implications for Capital Structure and Debt Pricing291 cited
  • 2017Bank Exposures and Sovereign Stress Transmission228 cited
  • 2017Panel Vector Autoregression in R with the Package Panelvar163 cited
  • 2016Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades

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147 cited
  • 2008A bootstrap procedure for panel data sets with many cross-sectional units147 cited
  • Cited by

    • 2021A Literature Review of Non-Performing Loan49 cited
    • 2021Does soft information determine credit risk? Text-based evidence from European banks42 cited
    • 2022Sustainable Financing and Financial Risk Management of Financial Institutions—Case Study on Chinese Banks36 cited
    • 2023Examining non-performing loans on corporate financial sustainability: Evidence from Indonesia32 cited
    • 2024Determinants of Nonperforming Loans: A Global Data Analysis30 cited
    • 2022The shocks of natural disasters on NPLs: Global evidence25 cited
    • 2023Role of fintech in credit risk management: an analysis of Islamic banks in Indonesia, Malaysia, UAE and Pakistan21 cited