Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/9299
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Kavussanos, Manolis G. | - |
dc.contributor.author | Tsouknidis, Dimitris | - |
dc.contributor.other | Τσουκνιδής, Δημήτρης | - |
dc.date.accessioned | 2017-01-30T10:31:26Z | - |
dc.date.available | 2017-01-30T10:31:26Z | - |
dc.date.issued | 2016-10-01 | - |
dc.identifier.citation | Transportation Research Part E: Logistics and Transportation Review, 2016, vol. 94, pp. 71-94 | en_US |
dc.identifier.issn | 13665545 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.14279/9299 | - |
dc.description.abstract | This paper proposes a credit scoring model for the empirical assessment of default risk drivers of shipping bank loans. A unique dataset, consisting of the credit portfolio of a ship-lending bank is used to estimate a logit model with two-way clustered adjusted standard errors, ensuring robust inferences. Industry specific variables, captured through current and expected conditions in the extremely volatile global shipping freight markets, the risk appetite of borrowers–the shipowners – expressed through the chartering policy they follow – and a pricing variable, are shown for the first time to be the important factors explaining default probabilities of bank loans. | en_US |
dc.format | en_US | |
dc.language.iso | en | en_US |
dc.relation.ispartof | Transportation Research Part E: Logistics and Transportation Review | en_US |
dc.rights | © Elsevier | en_US |
dc.subject | Bank loans | en_US |
dc.subject | Credit scoring models | en_US |
dc.subject | Default risk | en_US |
dc.subject | Shipping | en_US |
dc.title | Default risk drivers in shipping bank loans | en_US |
dc.type | Article | en_US |
dc.collaboration | Athens University of Economics and Business | en_US |
dc.collaboration | Cyprus University of Technology | en_US |
dc.subject.category | Economics and Business | en_US |
dc.journals | Subscription | en_US |
dc.country | Greece | en_US |
dc.country | Cyprus | en_US |
dc.subject.field | Social Sciences | en_US |
dc.publication | Peer Reviewed | en_US |
dc.identifier.doi | 10.1016/j.tre.2016.07.008 | en_US |
dc.relation.volume | 94 | en_US |
cut.common.academicyear | 2016-2017 | en_US |
dc.identifier.spage | 71 | en_US |
dc.identifier.epage | 94 | en_US |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
item.openairetype | article | - |
item.grantfulltext | none | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
crisitem.journal.journalissn | 1366-5545 | - |
crisitem.journal.publisher | Elsevier | - |
crisitem.author.dept | Department of Finance, Accounting and Management Science | - |
crisitem.author.faculty | Faculty of Management and Economics | - |
crisitem.author.orcid | 0000-0003-1866-2590 | - |
crisitem.author.parentorg | Faculty of Management and Economics | - |
Appears in Collections: | Άρθρα/Articles |
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