International Financial Contagion: the Role of Banks
AbstractThis paper provides an overview of recent theories of international financial contagion, with a focus on models in which the balance sheet constraints of global banks (and other financial institutions) are the key of international transmission.
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series Working Papers ECARES with number ECARES 2011-001.
Length: 36 p.
Date of creation: Jan 2011
Date of revision:
Publication status: Published by:
global financial crisis; international financial contagion; international financial multiplier; global banks; bank balance sheets; capital ratio; leverage ratio; international interbank market; asset prices; credit losses; bank runs;
This paper has been announced in the following NEP Reports:
- NEP-ACC-2011-01-30 (Accounting & Auditing)
- NEP-ALL-2011-01-30 (All new papers)
- NEP-BAN-2011-01-30 (Banking)
- NEP-CBA-2011-01-30 (Central Banking)
- NEP-FMK-2011-01-30 (Financial Markets)
- NEP-IFN-2011-01-30 (International Finance)
- NEP-OPM-2011-01-30 (Open Economy Macroeconomic)
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- Scott Davis, 2011. "Financial integration and international business cycle co-movement: the role of balance sheets," Globalization and Monetary Policy Institute Working Paper 89, Federal Reserve Bank of Dallas.
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