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Systemic risk in European banking : evidence from bivariate GARCH models
Schröder, Michael; Schüler, Martin - 2003
conditional correlations between European bank stock indices. These correlations are used as an indication for the …
Persistent link: https://www.econbiz.de/10011448270
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Bank stock volatility and contagion : an empirical investigation with application of multivariate GARCH models
Moussa, Wided Ben - In: Journal of economic development 39 (2014) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10010380036
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International Spillover of Risk and Return Among Major Banking Institutions : A Bivariate GARCH Model
Elyasiani, Elyas - 2016
Using the bivariate GARCH methodology, this study examines bank stock sensitivities to market, interest rate, and …
Persistent link: https://www.econbiz.de/10013006326
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The relevance of banks to the European stock market
Kick, Andreas; Rottmann, Horst - 2022
Banks have always played an ambivalent role in financial markets. On the one hand, they provide essential services for the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this prominent role, it is not surprising that Pereira and...
Persistent link: https://www.econbiz.de/10013201699
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The relevance of banks to the European stock market
Kick, Andreas; Rottmann, Horst - 2022
Banks have always played an ambivalent role in financial markets. On the one hand, they provide essential services for the market; on the other hand, problems in the banking sector can send shock waves through the entire economy. Given this prominent role, it is not surprising that Pereira and...
Persistent link: https://www.econbiz.de/10013206215
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The relevance of banks to the European stock market
Kick, Andreas; Rottmann, Horst - In: The European journal of finance 29 (2023) 12, pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
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An investigation into feedback and spatial relationships between banks' share prices and sovereign bond spreads during the euro crisis
Gibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; … - In: Journal of financial stability 63 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014371917
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Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?
Dontis-Charitos, Panagiotis; Gough, Orla; Nowman, Kalid Ben - In: Global banking, financial markets and crises, (pp. 243-268). 2013
Persistent link: https://www.econbiz.de/10010231076
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Volatility transmission between oil prices and banks' stock prices as a new source of instability : lessons from the United States experience
Ehouman, Yao Axel - In: Economic modelling 91 (2020), pp. 198-217
Persistent link: https://www.econbiz.de/10012429033
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Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan - In: The journal of corporate accounting & finance 35 (2024) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10014472167