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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Ong, Li
Awduron Eraill: Cihak, Martin
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2007.
Cyfres:IMF Working Papers; Working Paper ; No. 2007/267
Mynediad Ar-lein:Full text available on IMF