Do the determinants of non-performing loans have a different effect over time?: a conditional correlation approach

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Published in:	Journal of risk and financial management 14(2021), 1/21 vom: Jan., Seite 1-15
Authors and Corporations:	Fallanca, Mariagrazia (Author), Forgione, Antonio Fabio (Author), Otranto, Edoardo (Author)
Title:	Do the determinants of non-performing loans have a different effect over time?: a conditional correlation approach/ Mariagrazia Fallanca, Antonio Fabio Forgione and Edoardo Otranto
Type of Resource:	E-Book Component Part
Language:	English
published:	2021
Series:	: Journal of risk and financial management, 14(2021), 1/21 vom: Jan., Seite 1-15 , volume:14
Subjects:	delinquency rates macroeconomic factors Dynamic Conditional Correlation non-linear autoregressive models Aufsatz in Zeitschrift
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen