Spatial dependence in credit risk and its improvement in credit scoring

GB Fernandes, R Artes - European Journal of Operational Research, 2016 - Elsevier
Credit scoring models are important tools in the credit granting process. These models
measure the credit risk of a prospective client based on idiosyncratic variables and …

Financial liberalisation, financial development and financial crises in SADC countries

C Moyo, P Le Roux - Journal of Financial Economic Policy, 2020 - emerald.com
Purpose The impact of financial reforms and financial development on an economy has
received considerable attention over the recent past. This paper aims to investigate whether …

The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects

Z Jing, JP Elhorst, JPAM Jacobs, J de Haan - Empirical Economics, 2018 - Springer
We investigate the propagation of financial turbulence via trade, capital flows, and distance
channels in the pre-crisis and Global Financial Crisis periods by modeling spillover and …

Institutional quality and bank instability: cross-countries evidence in emerging countries

Z Essid, Y Boujelbene, D Plihon - 2014 - mpra.ub.uni-muenchen.de
This paper highlights the relevant role of the quality of institutions in maintaining banking
stability. Poor institutions constitute the key determinants in explaining the emergence of …

Institutional quality and financial instability

D Balutel - Journal of Public Administration, Finance and Law, 2020 - ceeol.com
This paper assess the impact of the institutional quality on banking stability using an
intensive and extensive margin analysis. The empirical study highlights that the exposure to …

[PDF][PDF] Pemodelan Faktor Perekonomian di Jawa Timur Menggunakan Seemingly Unrelated Regression-Spatial Durbin Model

L Misdiati - Institut Teknologi Sepuluh Nopember, 2016 - core.ac.uk
Jawa timur, salah satu provinsi yang memiliki sumbangan cukup tinggi yakni 16% dari
pertumbuhan ekonomi nasional, merupakan daerah yang potensial baik dari segi ekonomi …

Identifying Determinants of Branch Performances in A gricultural B ank of C hina: A Spatial Econometric Approach

YC Liu, W Yang, CC Mai - The World Economy, 2015 - Wiley Online Library
This paper identifies determinants of branches' performances in A gricultural B ank of C hina
using the spatial econometric approach. Studies on changes of spatial patterns of a financial …

Regional Performance of China's Banks: Evidence from Industrial and Commercial Bank of China

W Yang, YC Liu, SY Mai, CC Mai - Review of Pacific Basin Financial …, 2015 - World Scientific
This paper investigates regional performances of China's and the world's largest commercial
bank: the Industrial and Commercial Bank of China (ICBC), by its spatial patterns and …

[PDF][PDF] The Effect of Financial and Trade Liberalization on Banking Stability in Selected Developing Countries: Dynamic Data Panel Approach

S Aghaie, M Sokhanvar… - The Journal of …, 2023 - economic.mofidu.ac.ir
The negative consequences of financial crises on the real sector of the economy of
developing countries have led policymakers to pay special attention to monitoring and …

[PDF][PDF] Spatial correlation in credit risk and its improvement in credit scoring

GB Fernandes, R Artes - 2013 - repositorio.insper.edu.br
Credit scoring models are important tools in the credit granting process. These models
measure the credit risk of a prospective client based on idiosyncratic variables and …