Narrow search
Showing 1 - 10 of 95,717
Cover Image
Financial Security Network as a Factor Banking Systems’ Stability
Stavrova, Elena Velkova - 2014
The liberalization of capital flows is considered an important prerequisite for triggering the financial crisis and is determined by many observers as the most likely cause of the crashes are caused by the emerging markets over the last decade. Empirical data show claim that the liberalization...
Persistent link: https://www.econbiz.de/10013065450
Cover Image
Financial Security Network as a Factor Banking Systems’ Stability
Stavrova, Elena Velkova - 2013
The liberalization of capital flows is considered an important prerequisite for triggering the financial crisis and is determined by many observers as the most likely cause of the crashes are caused by the emerging markets over the last decade. Empirical data show claim that the liberalization...
Persistent link: https://www.econbiz.de/10013072289
Cover Image
Systemic risk spillovers in the European banking and sovereign network
Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2014
-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …
Persistent link: https://www.econbiz.de/10010411283
Cover Image
Systemic risk spillovers in the European banking and sovereign network
Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2016
sector fragmentation and sovereign-bank linkages evolved over the European sovereign debt crisis, and how they are reflected …
Persistent link: https://www.econbiz.de/10011414705
Cover Image
Domestic banking industry network analysis: the sovereign-bank nexus
Thomas, Natalie; Duke, Kateri - 2022
Persistent link: https://www.econbiz.de/10013455023
Cover Image
The Bubble and the Lost Decade
Saxonhouse, Gary R.; Stern, Robert Mitchell - 2003
collapse of the bubble, neither the Bank of Japan (BOJ) nor the Ministry of Finance (MOF) took timely and effective measures to …In this overview of the Symposium papers, we note that the bubble that occurred in Japan's asset markets in the late … 1980s came at a time when the conventional indicators of Japan's economic performance were relatively stable. Following the …
Persistent link: https://www.econbiz.de/10014084147
Cover Image
Credit risk connectivity in the financial industry and stabilization effects of government bailouts
Bosma, Jakob; Koetter, Michael; Wedow, Michael - 2012
that failed during the 2007/2008 crisis. Excess equity returns in response to bank bailouts are overall negative and …
Persistent link: https://www.econbiz.de/10009566462
Cover Image
Empirical network contagion for U.S. financial institutions
Duarte, Fernando; Jones, Collin - 2017
firms that comprises all bank holding companies, all broker-dealers, and all insurance companies, and consider their entire …
Persistent link: https://www.econbiz.de/10011742429
Cover Image
Harmonic distances and systemic stability in heterogeneous interbank networks
Fukker, Gábor - 2017
This paper investigates the effects of contagion in interbank lending networks. I introduce a new measure based on the harmonic distance of Acemoglu et al. (2015b) and, motivated by their theoretical results, compare it to well-known centrality measures already applied in the systemic risk...
Persistent link: https://www.econbiz.de/10011579475
Cover Image
Financial bridges and network communities
Casarin, Roberto; Costola, Michele; Yenerdag, Erdem - 2018 - This version: May 6, 2018
The paper analyses the contagion channels of the European financial system through the stochastic block model (SBM). The model groups homogeneous connectivity patterns among the financial institutions and describes the shock transmission mechanisms of the financial networks in a compact way. We...
Persistent link: https://www.econbiz.de/10011844838