نوع مقاله : کاربردی
نویسندگان
1 پژوهشگر پسا دکتری، گروه مدیریت سیستم و بهره وری، دانشکده مهندسی صنایع و سیستمها، دانشگاه تربیت مدرس، تهران، ایران
2 کارشناسی ارشد مهندسی مالی، دانشگاه خاتم، تهران، ایران
چکیده
کلیدواژهها
موضوعات
عنوان مقاله [English]
نویسندگان [English]
This paper investigates the effect of fluctuations in housing prices on bank lending performance using panel data of 50 banks in the United States. Bank lending behavior, proxied by non-performing loan and loan growth rate, has been analyzed using dynamic panel approach. Moreover, we disentangle the influence of different types of loans (real estate, commercial and industry and consumer ) on lending behavior to explore any difference in the strength of them.
The results show the house price fluctuations significantly affect the dynamics of bank lending performance, while the magnitude of the impact varies across loan categories.
JEL: G00, G13
How to cite this paper: Rahimian, S., & Alimirzaei, soloush, M. (2017). House prices and Lending performance of banks. Quarterly Journal of Risk Modeling and Financial Engineering, 2(2), 197–224. (In Persian)
کلیدواژهها [English]