Vol 4, No 2 (2016)

Household Anticipation and the Rise of Bank Fragility in the Tunisian Context

Zouari Dorra, Sonia Zouari-Ghorbel

Abstract

The current paper attempts to explore the effect of Household anticipation on the banking fragility through using the dynamic panel data methods estimated between 2005–2015 on around 18 Tunisian banks. We found that the anticipation is the main factor leading to an increase in the bank fragility. In the long run, the increase in the bank fund has to be accompanied with an increase in the bank fragility. Therefore, the bank fragility rise is more affected by borrowers and investors than depositors and tourist anticipations. Bad economic environment affects more the bank fragility. Those empirical facts therefore support our theoretical findings.

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Keywords

Non-performing loans; Household anticipations; Dynamic panel data.

Publication information

Volume 4, Issue 2
Year of Publication: 2016
ISSN: 1857 - 8721
Publisher: EDNOTERA

How to cite

Zouari, D., Zouari-Ghorbel, S.: Household Anticipation and the Rise of Bank Fragility in the Tunisian Context. Journal of Applied Economics and Business, Vol 4, No. 2, 49-66. (2016)