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The systemic risk of cross-border banking : evidence from the sudden stop and interbank stress contagion in East Asia

Le, Chau; Dickinson, David G. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 237-254

Persistent link: https://www.econbiz.de/10011562440

The lending contraction in Kazakhstan : global contagion or domestic credit crunch?

Gissy, William Gerard - In: Current politics and economics of Asia 18 (2009) 4, pp. 355-364

Persistent link: https://www.econbiz.de/10009520869

The lending contraction in Kazakhstan : global contagion or domestic credit crunch?

Gissy, William Gerard - In: Economic, political, and social issues of Asia, (pp. 347-354). 2011

Persistent link: https://www.econbiz.de/10009236974

From Sovereigns to Banks : Evidence on Cross-Border Contagion

Kalbaska, Alesia - 2018

This paper analyzes the evolution of the banking system sensitivity to cross-border contagion in 2006-2011. The study is performed on the basis of the BIS data on cross-border exposures and the Bankscope data on Tier 1 capital of 20 banking systems (Australia, Austria, Belgium, Canada, Finland,...

Persistent link: https://www.econbiz.de/10012928692

From sovereigns to banks : evidence on cross-border contagion (2006-2011)

Kalbaska, Alesia - 2013

Persistent link: https://www.econbiz.de/10011857216

Wpływ kryzysu finansowego na rynek transakcji fx swap w Polsce

Olsza, Paweł - In: Bank i kredyt 44 (2013) 3, pp. 313-331

Persistent link: https://www.econbiz.de/10009768091

Financial Contagion and Volatility Spillover : an exploration into Bitcoin Future and FOREX Future Markets

Tsiaras, Konstantinos - 2021

This paper examines the time-varying conditional correlations between Bitcoin future market and five FOREX future markets. A sixvariate dynamic conditional correlation (DCC) GARCH model is applied in order to capture potential contagion effects between the markets for the period 2017-2019....

Persistent link: https://www.econbiz.de/10013228878