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http://bura.brunel.ac.uk/handle/2438/9720
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DC Field | Value | Language |
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dc.contributor.author | Caporale, GM | - |
dc.contributor.author | Di Colli, S | - |
dc.contributor.author | Lopez, JS | - |
dc.date.accessioned | 2015-01-13T14:18:04Z | - |
dc.date.available | 2014-12-01 | - |
dc.date.available | 2015-01-13T14:18:04Z | - |
dc.date.issued | 2014 | - |
dc.identifier.citation | Economic Modelling, 43: 142 - 157, (December 2014) | en_US |
dc.identifier.issn | http://www.sciencedirect.com/science/article/pii/S0264999314002879 | - |
dc.identifier.issn | 0264-9993 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/9720 | - |
dc.description.abstract | This paper analyses macroeconomic and financial determinants of bad loans applying a SVAR approach to investigate whether excessive loans granted during expansionary phases can explain the more than proportional increase in non-performing loans during contractionary periods. The results indicate that the effects of a permanent shock to bad loans on the excess of credit are significant and persistent for bad loans to firms, but not for bad loans to households or in the case of Cooperative Credit Banks, who adopt more efficient lending policies. | en_US |
dc.format.extent | 142 - 157 (16) | - |
dc.format.extent | 142 - 157 (16) | - |
dc.language | English | - |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.subject | Loan losses | en_US |
dc.subject | Macroeconomic determinants | en_US |
dc.subject | Italian banking system | en_US |
dc.subject | SVAR | en_US |
dc.title | Bank lending procyclicality and credit quality during financial crises | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/j.econmod.2014.07.031 | - |
dc.relation.isPartOf | ECONOMIC MODELLING | - |
dc.relation.isPartOf | ECONOMIC MODELLING | - |
pubs.publication-status | Published | - |
pubs.publication-status | Published | - |
pubs.volume | 43 | - |
pubs.volume | 43 | - |
pubs.organisational-data | /Brunel | - |
pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division | - |
pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division/College of Business, Arts and Social Sciences | - |
pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division/College of Business, Arts and Social Sciences/Dept of Economics and Finance | - |
pubs.organisational-data | /Brunel/Brunel Staff by College/Department/Division/College of Business, Arts and Social Sciences/Dept of Economics and Finance/Economics and Finance | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups | - |
pubs.organisational-data | /Brunel/University Research Centres and Groups/School of Health Sciences and Social Care - URCs and Groups/Brunel Institute for Ageing Studies | - |
Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
File | Description | Size | Format | |
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Fulltext.doc | 1.94 MB | Microsoft Word | View/Open |
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