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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
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Risk contagion among banks : evidence from Chinese data
Zhao, Hong; Lei, Yiqing; Zhang, Ying; Li, Lingxiang - In: Applied economics letters 30 (2023) 10, pp. 1374-1380
Persistent link: https://www.econbiz.de/10014304263
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Sovereign debt exposure and the bank lending channel : impact on credit supply and the real economy
Bottero, Margherita; Lenzu, Simone; Mezzanotti, Filippo - In: Journal of international economics 126 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012631009
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Growth and collapse : an agent-based banking model of endogenous leverage cycles and financial contagion
Caux, Robert de; McGroarty, Frank; Brede, Markus - In: International journal of computational economics and … 8 (2018) 3/4, pp. 370-387
Persistent link: https://www.econbiz.de/10011990382
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The cross-market spillover of economic shocks through multimarket banks
Berróspide, José M.; Black, Lamont K.; Keeton, William R. - In: Journal of money, credit and banking : JMCB 48 (2016) 5, pp. 957-988
Persistent link: https://www.econbiz.de/10011615655
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Risk contagion of bank-firm loan network : evidence from China
Hao, Qingmin; Shen, Jim Huangnan; Lee, Chien-chiang - In: Eurasian business review 13 (2023) 2, pp. 341-361
Persistent link: https://www.econbiz.de/10014252448
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Crises and Rescues : Liquidity Transmission Through International Banks
Buch, Claudia M. - 2016
This paper studies how global banks transmit liquidity shocks via their internal capital markets. The unexpected access of German banks' affiliates located in the United States (US) to the Federal Reserve's Term Auction Facility (TAF) serves as our liquidity shock. Using microdata on all...
Persistent link: https://www.econbiz.de/10012984410
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Resilience of Canadian banks to funding liquidity shocks
Hałaj, Grzegorz - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-11
The agent-based model of Hałaj (2018) is calibrated to data from granular liquidity reporting by the largest banks in Canada. The model describes propagation and amplification of funding shocks between banks interacting on the interbank market. Some stylized stress-test scenarios of funding...
Persistent link: https://www.econbiz.de/10012545570
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Risk contagion in the banking network : new evidence from China
Chen, Bing; Li, Li; Peng, Fei; Anwar, Sajid - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012665109
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Multiple lending, credit lines and financial contagion
Cappelletti, Giuseppe; Mistrulli, Paolo Emilio - 2017
investigate a specific type of externality that originates from those borrowers that obtain liquidity from more than one bank. In … this case, contagion may occur if a bank hit by a liquidity shock calls in some loans and borrowers then pay them back by …
Persistent link: https://www.econbiz.de/10011697357