Banks’ riskiness over the business cycle: a panel analysis on Italian intermediaries

By M. Quagliariello. 2007

289 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5ee20e76cd87a796dad193a732d5101516da2460

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. M. Hoeberichts
2. Ogilo Fredrick
3. J. Swank
4. Leo de Haan
5. Maarten R. C. van Oordt
6. Vítor Castro
7. Wilko Bolt

In Finance

1. M. Hoeberichts
2. Ogilo Fredrick
3. J. Swank
4. Leo de Haan
5. Maarten R. C. van Oordt
6. Vítor Castro
7. Wilko Bolt

Citations in the corpus

• Macroeconomic and Bank-Specific Determinants of Nonperforming Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios (2010, unknown): “Quagliarello (2007) find that the business cycle affects the NPL ratio for a large panel of Italian banks over the period 1985 to 2002. Furthermore, Cifter et al (2009), using neural network based wavelet decomposition, find a lagged impact of industrial production on the number of non-performing lo”
• Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (2013, background): “Quagliarello (2007) uses a large panel of Italian banks over the period 1985–2002 to analyse the movements of loan loss provisions and new bad debts over the business cycle using both static fixed-effects and dynamic models.”
• Non-Performing Loans: What Matters in Addition to the Economic Cycle? (2013, unknown): “Quagliariello (2007) looks at the Italian banking sector and analyzes banks’ behaviour over the business cycle.”
• Bank Profitability During Recessions (2012, background): “The negative co-movement of loan loss provisions is confirmed by Quagliariello (2007), who also detects a positive relation between real GDP growth and the flow of new bad debt in a panel of Italian banks.”
• Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks (2011, unknown): “…of  bank‐specific data and macroeconomic variables to explain the quality of bank loans (see, e.g.,  Berger  and DeYoung,  1997,  for  the US;  Jimenez  and  Saurina,  2006,  for  Spain; Quagliariello,  2007,  for  Italy;  Pain,  2003,  for  the  UK;  and  Bikker  and  Hu,  2002,  for  29 …”