Estimating Spillover Risk Among Large EU Banks
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More about this item
KeywordsBanking systems; European Union; Financial stability; Spillovers; contagion; large banks; banking; stock market; bond; government bond;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-01-05 (All new papers)
- NEP-BAN-2008-01-05 (Banking)
- NEP-RMG-2008-01-05 (Risk Management)
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