Macroeconomic Determinants of Bad Loans: Evidence from Italian Banks

By Marcello Bofondi, Tiziano Ropele. 2011

203 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8be08861ca1f5e4218e5b415287a352d907de4f3

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Citations in the corpus

Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmented? (2016, unknown): “Italian banks for the period 1990-2010 provided the sample on which Bofondi and Ropele (2011) focused for exploring the macro factors affecting impaired business and household loans.”
Micro and Macro Determinants of Non-performing Loan (2013, background): “In this study, the results are similar to those obtained by Louzis et al. (2010) for the case of Greek banks and Bofondi and Ropele (2011) for Italian banks.”
Economic Determinants of Non-Performing Loans: Perception of Pakistani Bankers (2012, background): “3 Unemployment There is an empirical evidence of positive relationship between unemployment in the economy and non-performing loans (Nkusu, 2011, Vogiazas & Nikolaidou , 2011; Bofondi and Ropele, 2011; Berge and Boye, 2007; Rinaldi and Sanchis-Arellano, 2006; Gambera, 2000).”
Factors influencing bank risk in Europe: Evidence from the financial crisis (2015, background): “Bofondi and Ropele (2011), for example, state that increasing unemployment had a significantly adverse effect on loan portfolio quality over a sample of Italian banks during the period 1990-2010.”
The impact of the sovereign debt crisis on the activity of Italian banks (2014, unknown): “30 See Bofondi and Ropele (2011) for a comprehensive study of the macroeconomic determinants of banks’ loan quality in Italy in the past 20 years.”
Asset quality in a crisis period: An empirical examination of Ghanaian banks (2014, methodology): “…he system generalized method of moments (GMM) provides vidence in support of the persistence of non-performing loans Keeton and Morris (1987), Keeton (1999), Gambera (2000) Rajan and Dhal 2003), Jimenez and Saurina (2006), Hoggarth et al. (2005) Bofondi and Ropele 2011) and Louzis et al. (2012).”
The Impact of Non-performing Loans on Bank Lending Behavior: Evidence from the Italian Banking Sector (2015, result): “Many authors focus on the determinants of NPL and obtain similar results (Hoggarth et al., 2005; Harr & Noelsen, 2005; Bofondi & Ropele, 2011; Louzis et al., 2012; Vogiazas & Nikolaidou, 2011; Farhan et al. 2012; Klein, 2013; Messai & Jouini, 2013, Bruno et al., 2015).”