Macroeconomic determinants of credit risk: Recent evidence from a cross country study

By Asghar Ali, K. Daly. 2010

146 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/2c05304649b91b5bd460ac01c0460f98e7b965fe

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1. Vítor Castro

Citations in the corpus

• Political Institutions and Bank Risk-Taking Behavior (2015, unknown): “…structure (Boyd & De Nicolo 2005; Martinez-Miera & Repullo 2010), macroeconomic indicators such as GDP growth, inflation, unemployment rates etc. (Ali & Daly 2010; Castro 2013; Chaibi & Ftiti 2015), legal institutions (Houston et al. 2010; Cole & Turk 2013; Fang et al. 2014) and national culture…”
• Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (2013, methodology): “Ali and Daly (2010) employ a logit model over Australian and US data for the period 1995-2009 and find that the level of economic activity, interest rates and total debt provide meaningful indicators for aggregate default.”