Do information contagion and business model similarities explain bank credit risk commonalities?
Year of publication: |
2018
|
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Authors: | Wang, Dieter ; van Lelyveld, Iman ; Schaumburg, Julia |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Information contagion | credit spread puzzle | bank business model similarities | portfolio overlap measure | dynamic network effects model |
Series: | Tinbergen Institute Discussion Paper ; TI 2018-100/IV |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 104570976X [GVK] hdl:10419/205289 [Handle] RePEc:tin:wpaper:20180100 [RePEc] |
Classification: | G01 - Financial Crises ; G21 - Banks; Other Depository Institutions; Mortgages ; C32 - Time-Series Models ; C33 - Models with Panel Data ; c38 |
Source: |
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Do information contagion and business model similarities explain bank credit risk commonalities?
Wang, Dieter, (2019)
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Do information contagion and business model similarities explain bank credit risk commonalities?
Wang, Dieter, (2019)
-
Do information contagion and business model similarities explain bank credit risk commonalities?
Wang, Dieter, (2018)
- More ...
-
Do information contagion and business model similarities explain bank credit risk commonalities?
Wang, Dieter, (2019)
-
Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?
Wang, Dieter, (2019)
-
Do Information Contagion and Business Model Similarities Explain Bank Credit Risk Commonalities?
Wang, Dieter, (2019)
- More ...