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Factores determinantes en la ratio de préstamos dudosos de la eurozona: La relevancia del mercado laboral

Author

Listed:
  • Juan Escorihuela-Gimeno

    (Universidad de Zaragoza. España.)

Abstract

El objetivo de este trabajo es estudiar si los factores que tradicionalmente explicaban la evolución del riesgo de crédito en la eurozona siguen siendo relevantes, una vez superada la crisis financiera global (2015Q1-2022Q3). Para ello, se estiman modelos de regresión de efectos fijos por MCO con datos de ECB y Eurostats. Los resultados indican que un sector financiero con mayor rentabilidad, mejoras de eficiencia y menor liquidez, así como, un entorno macroeconómico con mayor endeudamiento público, crecimiento del valor de la vivienda, menor tasa de desempleo y, como aporte singular, mayor nivel salarial y productividad por hora trabajada, disminuyen la tasa de préstamos dudosos.

Suggested Citation

  • Juan Escorihuela-Gimeno, 2024. "Factores determinantes en la ratio de préstamos dudosos de la eurozona: La relevancia del mercado laboral," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, vol. 2(5), pages 155-176, Mayo.
    • Handle: RePEc:cud:journ2:v:2:y:2024:i:5:p:155-176
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    File URL: https://reveyf.es/index.php/REyF/article/view/374/181
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    More about this item

    Keywords

    Riesgo de crédito; Préstamos dudosos; Mercado laboral; Factores macroeconómicos; Sector bancario; Datos de panel; Efectos fijos; Inferencia estadística;
    All these keywords.

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity

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