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Financial integration, specialization, and systemic risk

Fecht, Falko; Grüner, Hans Peter; Hartmann, Philipp - In: Journal of international economics 88 (2012) 1, pp. 150-161

Persistent link: https://www.econbiz.de/10010220086

Financial contagion during Lehman default and sovereign debt crisis : an empirical analysis on Euro area bond and equity markets

Gentile, Monica; Giordano, Luca - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 197-224

Persistent link: https://www.econbiz.de/10011949603

Souvereign credit risk co-movements in the Eurozone : simple interdependence or contagion?

Buchholz, Manuel; Tonzer, Lena - In: International finance 19 (2016) 3, pp. 246-268

Persistent link: https://www.econbiz.de/10011713910

Financial contagion and flight to quality between emerging markets and U.S. bond market

Soylu, Pınar Kaya; Güloğlu, Bülent - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33

Persistent link: https://www.econbiz.de/10012201344

Bubbles and Contagion in Financial Markets, Volume 1 : An Integrative View

Porras, Eva R. - 2016

Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading...

Persistent link: https://www.econbiz.de/10012397881

Financial integration, specialization and systemic risk

Fecht, Falko (contributor); Grüner, Hans Peter (contributor) - 2008

This paper studies the implications of cross-border financial integration for financial stability when banks' loan … portfolios adjust endogenously. Banks can be subject to sectoral and aggregate domestic shocks. After integration they can share … sharing and greater risk of contagion tend to offset each other and financial integration improves welfare since …