SELECTED MACROECONOMIC FACTORS AND THEIR RELATIONSHIP TO IMPAIRED LOANS OF DEUTSCHE BANK Cover Image

SELECTED MACROECONOMIC FACTORS AND THEIR RELATIONSHIP TO IMPAIRED LOANS OF DEUTSCHE BANK
SELECTED MACROECONOMIC FACTORS AND THEIR RELATIONSHIP TO IMPAIRED LOANS OF DEUTSCHE BANK

Author(s): Natália Žoldáková, Boris Šturc
Subject(s): Supranational / Global Economy, Economic policy, Financial Markets
Published by: Masarykova univerzita
Keywords: stepwise regression; impaired loans; macroeconomic indicators; forward selection; euro area; Deutsche Bank;
Summary/Abstract: There are three hypotheses considered in this article. As first stands hypothesis of mutual horizontal correlation of macroeconomic indicators in EU17 and in Germany separately. It establishes that these factors are highly correlated. Second hypothesis says that the same factors are correlated also vertically – between Germany and euro area. Third hypothesis is focused on claiming that the portion of impaired loans on total loans of Deutsche Bank correlates with the development of significant macroeconomic factors.

  • Page Range: 220-225
  • Page Count: 6
  • Publication Year: 2012
  • Language: English