Shocks at large banks and banking sector distress: the Banking Granular Residual
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- Blank, Sven & Buch, Claudia M. & Neugebauer, Katja, 2009. "Shocks at large banks and banking sector distress: The Banking Granular Residual," Journal of Financial Stability, Elsevier, vol. 5(4), pages 353-373, December.
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Citations
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Cited by:
- Itzhak Ben-DAVID & Francesco A. FRANZONI & Rabih MOUSSAWI & John SEDUNOV III, 2015.
"The Granular Nature of Large Institutional Investors,"
Swiss Finance Institute Research Paper Series
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- Bremus, Franziska & Buch, Claudia M. & Russ, Katheryn N. & Schnitzer, Monika, 2013. "Big Banks and Macroeconomic Outcomes: Theory and Cross-Country Evidence of Granularity," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80048, Verein für Socialpolitik / German Economic Association.
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- repec:diw:diwfin:diwfin is not listed on IDEAS
More about this item
Keywords
Banking sector distress; size effects; shock propagation; Granular Residual;JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2009-09-05 (All new papers)
- NEP-BAN-2009-09-05 (Banking)
- NEP-BEC-2009-09-05 (Business Economics)
- NEP-MAC-2009-09-05 (Macroeconomics)
- NEP-REG-2009-09-05 (Regulation)
- NEP-RMG-2009-09-05 (Risk Management)
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