Determinants of credit risk - the case of Serbia
This paper examines systemic and specific factors that increased the credit risk level in the Serbian banking sector between 2008 and 2014, by applying the vector autoregression model (VAR), logit and probit. Business cycle and RSD depreciation are the most important systemic determinants o...
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| Format: | Article |
| Language: | English |
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Faculty of Economics, Belgrade
2017-01-01
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| Series: | Ekonomski Anali |
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| Online Access: | http://www.doiserbia.nb.rs/img/doi/0013-3264/2017/0013-32641712155J.pdf |