How did rapid credit growth cause non-performing loans in the CEE Countries?

Blanka Skrabic Peric and Konjusak Nikola ()
Additional contact information
Konjusak Nikola: University of Split, Faculty of Economics

South East European Journal of Economics and Business, 2017, vol. 12, issue 2, 73-84

Abstract: This paper investigates the influence of three types of credit growth on non-performing loans in eleven Central and Eastern European countries during the period from 1999 to 2013. As opposed to previous research on credit risk, we have moved the focus from the usually investigated bank-specific and macroeconomic variables to different types of credit growth from earlier periods. At the same time, the results of this research give answer on the studies before the crisis, which tried to determine the possible consequences of rapid credit growth in the CEE countries. The results indicate that at least two years are necessary for each type of credit growth to increase credit risk. Finally, empirical results confirm the importance of both bank-specific and macroeconomic variables.

Keywords: Credit Growth; Non-Performing Loans; CEE countries; Dynamic Panel Data (search for similar items in EconPapers)
JEL-codes: C23 G21 G32 (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://doi.org/10.1515/jeb-2017-0019 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:vrs:seejeb:v:12:y:2017:i:2:p:73-84:n:7

DOI: 10.1515/jeb-2017-0019

Access Statistics for this article

South East European Journal of Economics and Business is currently edited by Adnan Efendic, Vesna Babić-Hodović and Aziz Šunje

More articles in South East European Journal of Economics and Business from Sciendo
Bibliographic data for series maintained by Peter Golla ().