Using a novel cross-European dataset on bank internationalization, the paper accounts for both organizational and …–11 European sovereign debt crisis might have modified such an impact. Ahead of the crisis (2005–07), results suggest that bank … complexity affects systemic risk via its impact on bank size, activity diversity and foreign expansion strategies. Regardless of …

This paper presents an analysis of the volatility connectedness of major bank stocks in the South East Asia (SEACEN … dynamic bank volatility network. The volatility connectedness increased substantially during the US financial crisis (from … connectedness to their counterparts in other countries of the region. Finally, we show that the region's bank volatility network …

This paper introduces a new transmission channel of banking crises where sizable cross-border bank claims on foreign …

whether the market over the past 14 years in fact has priced U.S. bank holding company bonds, credit default swaps, and equity …