The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions.

The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions.

Show other versions (1)

The increase in macroeconomic uncertainty leads to inefficiency in the financial and banking sectors, resulting in a rise in Non-Performing Loans (NPLs). When macroeconomic uncertainty increases, financial institutions experience higher inefficiencies, reflected in increased NPLs, and with proper ma...

Full description

Saved in:
Bibliographic Details
Main Authors: Pejman Peykani, Mostafa Sargolzaei, Camelia Oprean-Stan, Hamidreza Kamyabfar, Atefeh Reghabi
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2025-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0329587
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items