The effect of house prices on bank risk: empirical evidence from Hungary
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Note: The authors would like to thank Bálint Dancsik and Mikko Mäkinen for their valuable suggestions. They are also grateful for the participants of the “Recent trends in the real estate market and its analysis (2017)” workshop in Warsaw, and the “15th ESCB Emerging Markets (2017)” workshop in Saariselka for their useful comments.
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References listed on IDEAS
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Cited by:
- Elona Dushku & Antje Hildebrandt & Erjona Suljoti, 2019. "The impact of housing markets on banks’ risk-taking behavior: evidence from CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/19, pages 55-75.
- JUNG Heonyong, 2022. "Are The Effect Of Housing Prices On Bank Performance Different Among Korean Commercial, Regional And Specialized Banks?," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 17(1), pages 85-90, April.
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More about this item
Keywords
bank risk; house price index; mortgage loan; real estate market;All these keywords.
JEL classification:
- 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
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2018-10-15 (Banking)
- NEP-TRA-2018-10-15 (Transition Economics)
- NEP-URE-2018-10-15 (Urban and Real Estate Economics)
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