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Financial contagion through bank deleveraging : stylized facts and simulations applied to the financial crisis

Tressel, Thierry - 2010

Persistent link: https://www.econbiz.de/10009406834

Fragility and contagion within European Union's banking system : the network prospective

Hakeem, Muhammad Mohsin; Suzuki, Ken-ichi - In: International journal of monetary economics and finance 9 (2016) 2, pp. 115-131

Persistent link: https://www.econbiz.de/10011548339

The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network

Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10010508121

CoMap : Mapping Contagion in the Euro Area Banking Sector

Covi, Giovanni - 2019

contagion which can be used to calibrate bank-specific capital and liquidity requirements and large exposures limits. We find … non-linear function of the combination of network structures and bank-specific characteristics …

Persistent link: https://www.econbiz.de/10012894738

Interconnectedness and Systemic Risk of European Banks Over the Recent Crises

Bellavite Pellegrini, Carlo - 2015

The recent financial turmoil has stimulated a rich debate in the banking and financial literature on the identification of the determinants of systemic risk, as well as of devices to forecast and prevent crises. In this paper, we explore the contribution of corporate variables on the systemic...

Persistent link: https://www.econbiz.de/10013014277

Sovereign and Bank Contagion in the Eurozone : A Multi-Scale Approach using Wavelet-Network Analysis

Bales, Stephan - 2022

This study establishes time-frequency networks of sovereign and bank contagion in the eurozone over the period 2009 …

Persistent link: https://www.econbiz.de/10013292566

Negative feedback loop between banks and sovereigns in the euro area : experience of the crisis and post-crisis perspective

Stawasz-Grabowska, Ewa - In: Comparative economic research : Central and Eastern Europe 23 (2020) 3, pp. 41-61

has been formulated: in the post-crisis conditions the euro area remains vulnerable to the sovereign-bank nexus, which in … particular stems from the very legacy of the crisis, bank-based financial system, as well as incomplete reforms of the euro area … some progress in recent years, institutional reforms aimed at breaking the sovereign-bank nexus are far from complete. …

Persistent link: https://www.econbiz.de/10012417814

Transmission channels of systemic risk and contagion in the European financial network

Paltalidis, Nikos; Gounopoulos, Dimitrios; Kizys, Renatas; … - In: Journal of banking & finance 61 (2015), pp. 36-52

Persistent link: https://www.econbiz.de/10011584245

Systemic risk among European banks : a copula approach

Kleinow, Jacob; Moreira, Fernando - In: Journal of international financial markets, … 42 (2016), pp. 27-42

Persistent link: https://www.econbiz.de/10011673405

The impact of the eurozone crisis on European banks stocks contagion or interdependence?

Allegret, Jean-Pierre; Raymond, Hélène; Rharrabti, Houda - In: European research studies 19 (2016) 1, pp. 129-148

Persistent link: https://www.econbiz.de/10012007068

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