Northampton Electronic Collection of Theses and Research

House prices and credit risk: Evidence from the United States

Ghalia, T., Tajik, M., Aliakbari, S. and Kaffash, S. (2015) House prices and credit risk: Evidence from the United States. Economic modelling. 51, 123–135.

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Item Type:	Article
Abstract:	This paper investigates the determinants of nonperforming loans (NPL), with a special focus on house price fluctuations. Using a panel of U.S. banks, the analysis is carried out across different loan categories and different types of banks. It is found that house price fluctuations significantly affect the dynamics of NPL, while the magnitude of the impact varies across loan categories and bank types.
Uncontrolled Keywords:	Credit risk Nonperforming loans Banks House prices Loan categories Dynamic panel data
Creators:	Ghalia, Thaana, Tajik, Mohammad, Aliakbari, Saeideh and Kaffash, Sepideh
Date:	24 August 2015
Date Type:	Published Online
Page Range:	123–135
Journal or Publication Title:	Economic modelling
Volume:	51
Language:	English
DOI:	https://doi.org/10.1016/j.econmod.2015.08.006
Status:	Published / Disseminated
Refereed:	Yes
URI:	http://nectar.northampton.ac.uk/id/eprint/10604

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