Determinants of non-performing loans in cyprus: an empirical analysis of macroeconomic and borrower-specific factors

HIGHLIGHTS

• What: The unbiased GMM estimator can be derived by minimizing the following objective function (eq 4) and choosing a weighting matrix "W" that converges to its long-term covariance matrix "ρ" (eq 5). ˆ GMM=Ng (ˆ GMM )` Wg (ˆ GMM )` plimWˆ= The main reasons identified for the problem of insufficient collateral lie in the capitalization of interest on loans in arrears and the reduction in the market value of collateral.
• Who: JEL Classifications C and colleagues from the (UNIVERSITY) have published the research work: International Journal of Economics and Financial Issues, in the Journal: (JOURNAL)
• How . . .
  

   

  

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