Publicação
Non-performing loans in Latin America: determinants and macroeconomic effects
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Silva, André de Castro | |
| dc.contributor.author | Baptista, Matheus de Almeida | |
| dc.date.accessioned | 2022-01-25T11:38:15Z | |
| dc.date.available | 2024-06-29T00:31:04Z | |
| dc.date.issued | 2021-06-29 | |
| dc.date.submitted | 2021-06-29 | |
| dc.description.abstract | The paper investigates the determinants of non-performing loans in 13 Latin American countries using a panel data approach from 2005to 2017. The study demonstrates that macroeconomic and bank variables are statistically significant through the estimation. Further, in order to determine the feedback effects of NPLs and economic activity, the Vector Autoregressive(VAR) model is employed with Impulse Response Functions (IRFs). The results suggest that exist strong interactions between the real economy and banking system. | pt_PT |
| dc.identifier.tid | 202770338 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/131503 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Monetary economics | pt_PT |
| dc.subject | Asset pricing | pt_PT |
| dc.subject | Interest rates | pt_PT |
| dc.subject | Information | pt_PT |
| dc.subject | Fiscal policy | pt_PT |
| dc.title | Non-performing loans in Latin America: determinants and macroeconomic effects | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics | pt_PT |
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