External Linkages and Contagion Risk in Irish Banks
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More about this item
KeywordsBanking; Economic models; Risk management; Ireland; International financial system; Contagion risk; Distance to default; contagion; systemic risk; banking system; interbank market; Model Construction and Estimation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-24 (All new papers)
- NEP-BAN-2007-03-24 (Banking)
- NEP-DCM-2007-03-24 (Discrete Choice Models)
- NEP-RMG-2007-03-24 (Risk Management)
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