Risk Exposures and Financial Spillovers in Tranquil and Crisis Times : Bank-Level Evidence /
For a sample of 83 financial institutions during 2003-2011, this paper attempts to answer three questions: first, what is the evolution of banks' stock price exposure to country-level and global risk factors as approximated by equity indices; second, which bank-specific characteristics explain...
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| 格式: | 杂志 |
| 语言: | English |
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Washington, D.C. :
International Monetary Fund,
2013.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2013/142 |
| 在线阅读: | Full text available on IMF |