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Systemic risk and idiosyncratic networks among global systemically important banks
Cui, Xue; Yang, Lu - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 58-75
Persistent link: https://www.econbiz.de/10014468986
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Systemic risk spillovers in the European banking and sovereign network
Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2014
-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …
Persistent link: https://www.econbiz.de/10010411283
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Systemic risk spillovers in the European banking and sovereign network
Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - 2016
sector fragmentation and sovereign-bank linkages evolved over the European sovereign debt crisis, and how they are reflected …
Persistent link: https://www.econbiz.de/10011414705
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Systemic Risk Spillovers in the European Banking and Sovereign Network
Betz, Frank - 2014
-stage fixed-effects quantile approach, which explicitly links bank interconnectedness to systemic risk contributions. The … equity and CDS prices. We provide new evidence on how banking sector fragmentation and sovereign-bank linkages evolved over …
Persistent link: https://www.econbiz.de/10013046470
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Tail systemic risk and contagion : evidence from the Brazilian and Latin America banking network
Castro, Miguel Angel Rivera; Ugolini, Andrea; Arismendi … - In: Emerging markets review 35 (2018), pp. 164-189
Persistent link: https://www.econbiz.de/10012114735
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Systemic risk spillovers in the European banking and sovereign network
Betz, Frank; Hautsch, Nikolaus; Peltonen, Tuomo; … - In: Journal of financial stability 25 (2016), pp. 206-224
Persistent link: https://www.econbiz.de/10011704905
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Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis : evidence from Japan
Wang, Haibo - In: International review of financial analysis 94 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014544027
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The network and own effects of global-systemically-important-bank designations
Egger, Peter; Li, Jie; Zhu, Jiaqing - In: Journal of international money and finance 136 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014333319
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Stress testing German banks against a global cost-of-capital shock
Düllmann, Klaus; Kick, Thomas - 2012
This paper introduces a stress test of the corporate credit portfolios of 24 large German banks by a two-stage approach: First, a macro-econometric model is used to forecast the impact of a substantial increase of the user cost of business capital for firms worldwide on three particularly...
Persistent link: https://www.econbiz.de/10009509091
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Firm-specific shocks and contagion : are banks special?
Engljähringer, Hannah Katharina; Stracca, Livio - 2020
is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …
Persistent link: https://www.econbiz.de/10012299006