DETERMINANTS AND THEIR DERIVATIVES, DEFINING THE INTERST SPECIFICT OF THE CREDIT PORTFOLIOS IN THE EUROPEAN UNION (2010-2015) Cover Image

ДЕДЕТЕРМИНАНТИ И ПРОИЗВОДНИ, ДЕФИНИРАЩИ ЛИХВЕНИТЕ ХАРАКТЕРИСТИКИ НА КРЕДИТНИЯ ПОРТФЕЙЛ В ЕВРОПЕЙСКИЯ СЪЮЗ (2010-2015)
DETERMINANTS AND THEIR DERIVATIVES, DEFINING THE INTERST SPECIFICT OF THE CREDIT PORTFOLIOS IN THE EUROPEAN UNION (2010-2015)

Author(s): Daniel Nikolaev
Subject(s): Economy
Published by: Стопанска академия »Д. А. Ценов«
Keywords: interest rate;interest spread;interest margin;dummy variables;cross-regression

Summary/Abstract: Testing of the variables correlating to the interest measurements of credit portfolios and evaluating the correlation to a chosen group of factors, with expectation for strong relation. The evaluation of the correlation is done by cross-regression and panel data, merging temporal and cross-sectional data, with the goal of determining local intercepts for each of the analyzed members. The local intercept decomposes the correlation in a general case for an European member, and constant local specifics, useful in relative analysis of the credit portfolio and profitability.

  • Issue Year: 2016
  • Issue No: 12
  • Page Range: 88-116
  • Page Count: 117
  • Language: Bulgarian