Contagion Between European and US Banks: Evidence from Equity Prices
Year of publication: |
2010-12
|
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Authors: | Fricke, Daniel |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Banking | Contagion | Distance-to-default | Multinomial logit |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 65 pages |
Classification: | F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Contagion between European and US banks: Evidence from equity prices
Fricke, Daniel, (2010)
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Measurement of contagion in banks' equity prices
Gropp, Reint E., (2003)
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Cross-border bank contagion in Europe
Gropp, Reint E., (2006)
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Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Lux, Thomas, (2012)
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Fricke, Daniel, (2013)
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On Assortative and Disassortative Mixing Scale-Free Networks: The Case of Interbank Credit Networks
Fricke, Daniel, (2013)
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