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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| Format: | Tidsskrift |
| Sprog: | English |
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Washington, D.C. :
International Monetary Fund,
2007.
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| Serier: | IMF Working Papers; Working Paper ;
No. 2007/267 |
| Online adgang: | Full text available on IMF |