The role of macroeconomic determinants in credit risk measurement in transition country : Estonian example
author
Fainštein, Grigori
Novikov, Igor
statement of authorship
Grigori Fainstein and Igor Novikov
source
International journal of transitions and innovation systems
journal volume number month
Vol. 1, 2
year of publication
2011
pages
p. 117-137
subject term
üleminekumajandus
pangandus
krediidirisk
keyword
non-performing loans
banking system
credit risk determinants
Vector Error Correction Model
VECM
ISSN
1745-0071
notes
Bibliogr. p. 134-135
language
inglise