Estimating Spillover Risk Among Large EU Banks /

The paper examines the scope for cross-border spillovers among major EU banks using information contained in the stock prices and financial statements of these banks. The results suggest that spillovers within domestic banking systems generally remain more likely, but the number of significant cross...

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Xehetasun bibliografikoak
Egile nagusia: Ong, Li
Beste egile batzuk: Cihak, Martin
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2007.
Saila:IMF Working Papers; Working Paper ; No. 2007/267
Sarrera elektronikoa:Full text available on IMF