median US bank's integration has increased significantly post-2005. During the great recession and the Eurozone crisis …, integration levels among US banks display a significant rise over and above their trend. We find that bank size is the most … association with bank integration while the net interest margin and combined tier 1 and tier 2 capital ratio influence bank …

We study integration among a large sample of 1109 US banks over a quarter-century from 1990–2014. We define a bank … factors. We show that the median US bank's integration has risen from 4.4% in 1990 to 10.1% in 2014. Integration across banks … is highly unevenly distributed, appears to obey a power law and for the median “systemically important” bank …

This paper revisits the credit spread puzzle in bank CDS spreads from the perspective of information contagion. The … structural models to account for information spillovers based on bank business model similarities. To capture this channel, we … the Eurozone. Incorporating the network information into the structural model for bank credit spreads increases …

This paper revisits the credit spread puzzle in bank CDS spreads from the perspective of information contagion. The … models to account for information spillovers based on bank business model similarities. To capture this channel, we propose … Eurozone. Incorporating the network information into the structural model for bank credit spreads increases explanatory power …

capture common factors in the residuals. We reproduce the puzzle for European bank credit spreads and hypothesize that the … information contagion through bank business model similarities. To capture this channel, we propose an intuitive measure for …

capture common factors in the residuals. We reproduce the puzzle for European bank credit spreads and hypothesize that the … information contagion through bank business model similarities. To capture this channel, we propose an intuitive measure for …

This paper revisits the credit spread puzzle in bank CDS spreads from the perspective of information contagion. The … models to account for information spillovers based on bank business model similarities. To capture this channel, we propose … Eurozone. Incorporating the network information into the structural model for bank credit spreads increases explanatory power …