The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions.
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...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2025-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0329587 |
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