Sökning: "Tina Sidemark"

Hittade 1 uppsats innehållade orden Tina Sidemark.

  1. 1. The macroeconomic determinants of banks' nonperforming loans in Europe: a GVAR approach

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Tina Sidemark; [2014]
    Nyckelord :Global VAR; Macro-Prudential Policy; Nonperforming Loans; Spill-Overs; Transmission Channels;

    Sammanfattning : The Global Vector Autoregressive method is used to model the real and financial determinants of banks' nonperforming loans in Europe. The macroeconomic determinants of nonperforming loans have been examined previously (see for example Klein (2013), Beck and Jakubik (2013) and Nkusu (2011)). LÄS MER