| ŠTURC, Boris and Natalia ZOLDAKOVA. Microeconomic factors influencing impaired loans and credit derivatives prices. In Deev, O Kajurova, V Krajicek, J. European Financial Systems 2013. Proceedings of the 10th International Scientific Conference. BRNO: Masaryk University, 2013, p. 320-322. ISBN 978-80-210-6294-8. |
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@inproceedings{1128253,
author = {Šturc, Boris and Zoldakova, Natalia},
address = {BRNO},
booktitle = {European Financial Systems 2013. Proceedings of the 10th International Scientific Conference},
editor = {Deev, O Kajurova, V Krajicek, J},
keywords = {microeconomic factors; impaired loans; multiple regression; derivatives},
howpublished = {tištěná verze "print"},
language = {eng},
location = {BRNO},
isbn = {978-80-210-6294-8},
pages = {320-322},
publisher = {Masaryk University},
title = {Microeconomic factors influencing impaired loans and credit derivatives prices},
year = {2013}
}
TY - JOUR
ID - 1128253
AU - Šturc, Boris - Zoldakova, Natalia
PY - 2013
TI - Microeconomic factors influencing impaired loans and credit derivatives prices
PB - Masaryk University
CY - BRNO
SN - 9788021062948
KW - microeconomic factors
KW - impaired loans
KW - multiple regression
KW - derivatives
N2 - The article analyses relationship of microeconomic factors with the portion of impaired loans in selected commercial banks. There is multiple regression used for quantification of relationship. For the analysis have been used banks of key euro area countries. Our first hypothesis is based on the presumption of strong correlation among main microeconomic indicators in EU17. We focused on correlations within EU. It focuses on searching for correlation between factors and the ratio. Final result should be econometric model that quantifies this relationship and selects significant factors among less important factors.
ER -
ŠTURC, Boris and Natalia ZOLDAKOVA. Microeconomic factors influencing impaired loans and credit derivatives prices. In Deev, O Kajurova, V Krajicek, J. \textit{European Financial Systems 2013. Proceedings of the 10th International Scientific Conference}. BRNO: Masaryk University, 2013, p.~320-322. ISBN~978-80-210-6294-8.
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