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We examine contagion from a number of financial systems to the German financial system using the information content of … evidence for contagion from the US and European financial systems. Our results additionally confirm that the set up of the … financial rescue scheme in Germany partially shielded German banks but not insurance companies from contagion. Overall, our …
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We examine crossborder contagion from a number of financial systems to the German financial system using the … prices, we find evidence for contagion from the US and European financial systems. Assessing contagion for dealer and non …-dealer banks suggests that contagion from dealer banks is the most prominent source of contagion to the German financial system …
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