Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.12188/18371
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Petkovski, Mihail | en_US |
dc.contributor.author | Kjosevski, J. | en_US |
dc.contributor.author | Jovanovski, Kiril | en_US |
dc.date.accessioned | 2022-06-08T13:31:00Z | - |
dc.date.available | 2022-06-08T13:31:00Z | - |
dc.date.issued | 2021-12 | - |
dc.identifier.uri | http://hdl.handle.net/20.500.12188/18371 | - |
dc.description.abstract | The aim of this paper was to examine the determinants of non-performing loans (NPLs) in Polish commercial banks, and investigate the bank specific and macroeconomic determinants of NPLs for a panel of 18 banks from Poland, using annual data for the period 2005-2018. The authors applied four alternative estimation techniques: the fixed effects model, the random effects model, the difference Generalized Method of Moments and the system Generalized Method of Moments. The analyses show the bank-specific determinants, with the impact on the amount of NPLs including greturn on equity and growth of gross loans, while from the macroeconomic determinants the most important factors are: GDP growth, domestic credit to private sector, public debt and unemployment. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Publishing house of Wroclaw University of Economics and Business | en_US |
dc.relation.ispartof | ARGUMENTA OECONOMICA | en_US |
dc.subject | non-performing loans (NPLs); macroeconomic determinants; bank-specific determinants; Poland; Generalized Method of Moments | en_US |
dc.title | MACRO AND BANK SPECIFIC DETERMINANTS OF NON-PERFORMING LOANS IN POLISH COMMERCIAL BANKS | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.15611/aoe.2021.2.06 | - |
item.grantfulltext | open | - |
item.fulltext | With Fulltext | - |
crisitem.author.dept | Faculty of Natural Sciences and Mathematics | - |
crisitem.author.dept | Faculty of Economics | - |
Appears in Collections: | Faculty of Economics 03: Journal Articles / Статии во научни списанија |
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File | Description | Size | Format | |
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Petkovski_Kjosevski_Jovanovski_Macro_and_bank_specific.pdf | 445.22 kB | Adobe PDF | View/Open |
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