From Sovereigns to Banks: Evidence on Cross-border Contagion (2006-2011)
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More about this item
Keywordscontagion; Furfine algorithm; stress testing; PIIGS;
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G01 - Financial Economics - - General - - - Financial Crises
- 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-ACC-2013-09-06 (Accounting & Auditing)
- NEP-ALL-2013-09-06 (All new papers)
- NEP-BAN-2013-09-06 (Banking)
- NEP-CBA-2013-09-06 (Central Banking)
- NEP-HME-2013-09-06 (Heterodox Microeconomics)
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