Showing 1 - 10 of 13,940
financial institutions. This paper reviews the stylized facts of the integration of European banking markets and the changing … nature of cross-border banking. Although the openness of financial systems has increased, bilateral financial linkages among …
Persistent link: https://www.econbiz.de/10011476387
This paper employs an Extreme Value Theory framework to investigate the existence of contagion between European and US … finding market-based indicators in order to analyze the effects of crises and to quantify the risk of contagion. The Distance … coexceedances allows to interpret significant coefficients of foreign lagged coexceedances as contagion. The main finding is that …
Persistent link: https://www.econbiz.de/10010274429
, through the integration of financial markets and institutions, as well as the establishment of the Single European Banking …
Persistent link: https://www.econbiz.de/10010322483
the further reduction and abolition of crossborder barriers impeding the entry into the markets of banking and insurance …
Persistent link: https://www.econbiz.de/10013136626
financial institutions. This paper reviews the stylized facts of the integration of European banking markets and the changing … nature of cross-border banking. Although the openness of financial systems has increased, bilateral financial linkages among …
Persistent link: https://www.econbiz.de/10010260615
This paper presents indices of return and performance dispersion between ten developed domestic stock markets of the euro area to assess progress in their integration since the launch of the single currency. This approach is based on previous literature according to which domestic financial...
Persistent link: https://www.econbiz.de/10014352092
Purpose - This paper investigates the development of efficiency and the progress of banking integration in the European …, we apply a panel data model, in order to investigate the process of banking integration by testing for convergence and … for convergent clusters in banking efficiency. Findings - Our main findings show that the bank efficiency of the US is …
Persistent link: https://www.econbiz.de/10012887337
This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate … interdependencies amongst the banking business in Europe and hence for the systemic risk potential. We employ several tests to assess … European banking business have become more similar and that the systemic risk potential has increased. …
Persistent link: https://www.econbiz.de/10010298129
This paper attempts to assess the Europe-wide systemic risk in banking. We employ a bivariate GARCH model to estimate … interdependencies amongst the banking business in Europe and hence for the systemic risk potential. We employ several tests to assess … European banking business have become more similar and that the systemic risk potential has increased. …
Persistent link: https://www.econbiz.de/10011448270
In this study we explore market power in 13 EU banking sectors for the years 2007 to 2019 by estimating a structural … bank density, lower bank capitalization, more efficient and stable banking systems, and better macroeconomic conditions …
Persistent link: https://www.econbiz.de/10013249739