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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Ong, Li
מחברים אחרים: Cihak, Martin
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2007.
סדרה:IMF Working Papers; Working Paper ; No. 2007/267
גישה מקוונת:Full text available on IMF
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100 1 |a Ong, Li. 
245 1 0 |a Estimating Spillover Risk Among Large EU Banks /  |c Li Ong, Martin Cihak. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2007. 
300 |a 1 online resource (26 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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-border links is already larger than the number of significant links among domestic banks, adding a piece of empirical evidence supporting the need for strong cross-border supervisory cooperation within the EU. 
538 |a Mode of access: Internet 
700 1 |a Cihak, Martin. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2007/267 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2007/267/001.2007.issue-267-en.xml  |z IMF e-Library