Contribution To Systemic Risk Of The European Banking Groups With Subsidiaries In Central And Eastern Europe
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References listed on IDEAS
- Ashoka Mody & Damiano Sandri, 2012.
"The eurozone crisis: how banks and sovereigns came to be joined at the hip,"
CEPR;CES;MSH, vol. 27(70), pages 199-230, April.
- Damiano Sandri & Ashoka Mody, 2011. "The Eurozone Crisis; How Banks and Sovereigns Came to Be Joined At the Hip," IMF Working Papers 11/269, International Monetary Fund.
- Eichengreen, Barry & Ruhl, Christof, 2001.
"The bail-in problem: systematic goals, ad hoc means,"
Elsevier, vol. 25(1), pages 3-32, March.
- Barry Eichengreen & Christof Ruehl, 2000. "The Bail-In Problem: Systematic Goals, Ad Hoc Means," NBER Working Papers 7653, National Bureau of Economic Research, Inc.
- Eichengreen, Barry & Ruehl, Christoph, 2000. "The Bail-In Problem: Systematic Goals, Ad Hoc Means," CEPR Discussion Papers 2427, C.E.P.R. Discussion Papers.
More about this item
Keywordssystemic risk; Conditional Value at Risk; quantile regression; tail risk; capital adequacy; CEE cross-border banking;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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