Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5053711 | Economic Modelling | 2015 | 13 Pages |
Abstract
This paper investigates the determinants of nonperforming loans (NPL), with a special focus on house price fluctuations. Using a panel of U.S. banks, the analysis is carried out across different loan categories and different types of banks. It is found that house price fluctuations significantly affect the dynamics of NPL, while the magnitude of the impact varies across loan categories and bank types.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Mohammad Tajik, Saeideh Aliakbari, Thaana Ghalia, Sepideh Kaffash,