This paper proposes an original three-part sequential testing procedure (STP), with which to test for contagion using a … test is applied to the correlation matrix to identify and date the potential contagion mechanism. As a third element, the … STP tests for the distinctiveness of the break dates previously found. Compared to traditional contagion tests in a …

contagion. Similarities in economic fundamentals, cross-country linkages in banking and common market sentiment play a … have been subject to contagion. We proceed in three steps. First, we apply dynamic conditional correlations from a … simple interdependence from contagion. Third, we analyze the determinants behind credit risk co-movements and the role of …

This book offers new insights on banking business models, risks and regulation proposals in the aftermath of the … European financial crisis. It investigates the main issues affecting the business of banking nowadays, such as low interest …

banking, financial markets and regulation. …

Chapter 1: Impact of Ownership Concentration on Profitability of the Banking Sector: The Case of Turkey -- Chapter 2 … Banking Sectors on Cyprus Island under Covid-19 Era -- Chapter 7: The Amalgamation of Social Media and Tourism in Ghana … Analysis of the Factors Affecting the Capital Adequacy Ratio in the Turkish Banking Sector -- Chapter 10: Credit Rating Agency …