NPL, credit risk, spillovers, financial crisis

Giannoulakis, Michael (2025) NPL Spillovers in Europe: Credit Risk contagion mechanisms in the aftermath of the global financial crisis. [Working Paper] (Unpublished)

Non-performing loans, credit risk, banking sector, macroeconomic determinants, governance, financial stability

Giannoulakis, Michael (2025) Non-Performing Loans determinants: A new behavioural approach. [Working Paper] (Unpublished)

non-performing loans, strategic default, financial contagion, bank leverage, economic uncertainty, principal component analysis, Panel VAR

Giannoulakis, Michail (2025) Macroeconomic determinants of NPLs and strategic default. [Working Paper] (Unpublished)