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Microeconomic factors influencing impaired loans and credit derivatives prices

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F13%3A00070009" target="_blank" >RIV/00216224:14560/13:00070009 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Microeconomic factors influencing impaired loans and credit derivatives prices

  • Original language description

    The article analyses relationship of microeconomic factors with the portion of impaired loans in selected commercial banks. There is multiple regression used for quantification of relationship. For the analysis have been used banks of key euro area countries. Our first hypothesis is based on the presumption of strong correlation among main microeconomic indicators in EU17. We focused on correlations within EU. It focuses on searching for correlation between factors and the ratio. Final result should beeconometric model that quantifies this relationship and selects significant factors among less important factors.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    European Financial Systems 2013. Proceedings of the 10th International Scientific Conference

  • ISBN

    9788021062948

  • ISSN

  • e-ISSN

  • Number of pages

    3

  • Pages from-to

    320-322

  • Publisher name

    Masaryk University

  • Place of publication

    BRNO

  • Event location

    Telc, CZECH REPUBLIC

  • Event date

    Jun 10, 2013

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000324654400047