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Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics

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Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics

dc.contributor.author	Climent Serrano, Salvador
dc.date.accessioned	2019-01-15T08:52:50Z
dc.date.available	2019-01-15T08:52:50Z
dc.date.issued	2019
dc.identifier.citation	Climent Serrano, Salvador 2019 Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics Empirical Economics 56 1 325 340
dc.identifier.uri	http://hdl.handle.net/10550/68474
dc.description.abstract	Late payments are a major problem for Spanish banks. This paper studies as determinants of loan delinquency: unemployment, interest rates, inflation, housing prices, leverage, bad debt coverage and solvency, which were the main problems facing the Spanish economy between 2004 and 2015, and also examines these determinants in periods of growth and recession. The results show that the price of housing, bad debt coverage, interest rates and solvency are the variables with the greatest impact on NPLs. Furthermore, differences exist in the behaviour of variables during periods of growth compared with periods of recession. Inertia of the dependent variable has also been detected.
dc.language.iso	eng
dc.relation.ispartof	Empirical Economics, 2019, vol. 56, num. 1, p. 325-340
dc.subject	Bancs
dc.subject	Atur
dc.subject	Cicles econòmics
dc.subject	Habitatge Finançament
dc.subject	Préstecs hipotecaris d'alt risc
dc.title	Effects of economic variables on NPLs depending on the economic cycle. Empirical Economics
dc.type	journal article	es_ES
dc.date.updated	2019-01-15T08:52:50Z
dc.identifier.doi	10.1007/s00181-017-1362-y
dc.identifier.idgrec	129437
dc.rights.accessRights	open access	es_ES