Testing for East-West contagion in the European banking sector during the financial crisis
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References listed on IDEAS
- Kaminsky, Graciela L. & Reinhart, Carmen M., 2000. "On crises, contagion, and confusion," Journal of International Economics, Elsevier, vol. 51(1), pages 145-168, June.
- International Monetary Fund, 2000. "Spillovers Through Banking Centers; A Panel Data Analysis," IMF Working Papers 00/88, International Monetary Fund.
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- Kyriakos C. Neanidis & Christos S. Savva, 2015. "Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 200, Economics, The Univeristy of Manchester.
- Alin Marius Andries & Elena Galasan, 2020. "Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model," Risks, MDPI, Open Access Journal, vol. 8(1), pages 1-20, January.
- Renée Fry-McKibbin & Cody Hsiao & Chrismin Tang, 2014. "Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes," Open Economies Review, Springer, vol. 25(3), pages 521-570, July.
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- Beltratti, Andrea & Stulz, Rene M., 2015.
"Bank Sovereign Bond Holdings, Sovereign Shock Spillovers, and Moral Hazard durning the European Crisis,"
Working Paper Series
2015-06, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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- Trenca Ioan & Petria Nicolae & Corovei Emilia, 2015. "Idiosyncratic Risk And Systemic Risk In The European Banking System," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 912-919, July.
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More about this item
Keywordsbanking contagion; distance to default; testing hypothesis; logit model;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2011-03-19 (Banking)
- NEP-EEC-2011-03-19 (European Economics)
- NEP-EUR-2011-03-19 (Microeconomic European Issues)
- NEP-TRA-2011-03-19 (Transition Economics)
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