INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES

The existing literature indicates developments in either the housing markets or the credit markets can influence the whole financial sector or even the economy due to the close relationship between both markets. With an increasing dependency on the domestic financial markets to international financi...

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Main Authors: S. Belgin Akçay, Tina Beale
Format: Article
Language:English
Published: Ankara University 2021-09-01
Series:Ankara Avrupa Çalışmaları Dergisi
Subjects:
Online Access:https://dergipark.org.tr/en/download/article-file/1974873
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author S. Belgin Akçay
Tina Beale
author_facet S. Belgin Akçay
Tina Beale
author_sort S. Belgin Akçay
collection DOAJ
description The existing literature indicates developments in either the housing markets or the credit markets can influence the whole financial sector or even the economy due to the close relationship between both markets. With an increasing dependency on the domestic financial markets to international financial markets caused by an increasing financial liberalisation degree, this relationship has strengthened significantly in many countries. This study aims at examining the interaction between credit lending and house prices for the Eurozone and the sovereign debtcrisis countries of the EU (the GIIPS) at the cross-country and country levels, respectively. To do this, the vector autoregressibe (VAR) approach is followed. The findings show credit lending, not house prices are decisive in the interaction between credit and house prices for all samples.
format Article
id doaj-art-4cecb2d26a4d4abe9d6a1601dc81945b
institution Kabale University
issn 1303-2518
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publishDate 2021-09-01
publisher Ankara University
record_format Article
series Ankara Avrupa Çalışmaları Dergisi
spelling doaj-art-4cecb2d26a4d4abe9d6a1601dc81945b2025-08-20T03:34:19ZengAnkara UniversityAnkara Avrupa Çalışmaları Dergisi1303-25182021-09-0120114710.32450/aacd.99558245INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIESS. Belgin Akçay0https://orcid.org/0000-0003-1985-0585Tina Beale1https://orcid.org/0000-0003-4394-9411ANKARA UNIVERSITYUniversity of TechnologyThe existing literature indicates developments in either the housing markets or the credit markets can influence the whole financial sector or even the economy due to the close relationship between both markets. With an increasing dependency on the domestic financial markets to international financial markets caused by an increasing financial liberalisation degree, this relationship has strengthened significantly in many countries. This study aims at examining the interaction between credit lending and house prices for the Eurozone and the sovereign debtcrisis countries of the EU (the GIIPS) at the cross-country and country levels, respectively. To do this, the vector autoregressibe (VAR) approach is followed. The findings show credit lending, not house prices are decisive in the interaction between credit and house prices for all samples.https://dergipark.org.tr/en/download/article-file/1974873açılan kredikonut fiyatlarıdevlet borç krizi ülkelericredit lendinghouse pricesthe sovereign debt crisis countries
spellingShingle S. Belgin Akçay
Tina Beale
INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES
Ankara Avrupa Çalışmaları Dergisi
açılan kredi
konut fiyatları
devlet borç krizi ülkeleri
credit lending
house prices
the sovereign debt crisis countries
title INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES
title_full INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES
title_fullStr INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES
title_full_unstemmed INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES
title_short INTERACTION BETWEEN CREDIT LENDING AND HOUSE PRICES IN THE EUROPEAN UNION: AN ASSESSMENT OF SOVEREIGN DEBT CRISIS COUNTRIES
title_sort interaction between credit lending and house prices in the european union an assessment of sovereign debt crisis countries
topic açılan kredi
konut fiyatları
devlet borç krizi ülkeleri
credit lending
house prices
the sovereign debt crisis countries
url https://dergipark.org.tr/en/download/article-file/1974873
work_keys_str_mv AT sbelginakcay interactionbetweencreditlendingandhousepricesintheeuropeanunionanassessmentofsovereigndebtcrisiscountries
AT tinabeale interactionbetweencreditlendingandhousepricesintheeuropeanunionanassessmentofsovereigndebtcrisiscountries