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.
Full text: PDF
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)