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Firm-Specific Shocks and Contagion : Are Banks Special?

Engljähringer, Hannah Katharina; Stracca, Livio - 2021

is generally small. Surprisingly, we find that spill-overs of bank-related events are not significantly different from …

Persistent link: https://www.econbiz.de/10013315199

Concentrated Commonalities and Systemic Risk in China’s Banking System : A Contagion Network Approach

Shi, Qing; Sun, Xiaoqi; Jiang, Yile - 2022

; (4) a bank’s systemic importance/vulnerability depends on complex interaction between asset volume, leverage rate, and … contributes to more efficient and precise regulations. Moreover, we contribute a ranking framework to assess each bank’s systemic …

Persistent link: https://www.econbiz.de/10013321482

The cross-market spillover of economic shocks through multimarket banks

Berróspide, José M.; Black, Lamont K.; Keeton, William R. - In: Journal of money, credit and banking : JMCB 48 (2016) 5, pp. 957-988

Persistent link: https://www.econbiz.de/10011615655

Government policy, banks' strategies and the financial crisis : contagion through interconnectedness

O'Connor, Aidan - In: Vie & sciences économiques : la revue des docteurs ès … 185/186 (2010), pp. 59-75

Persistent link: https://www.econbiz.de/10008810828

Bank contagion in general equilibrium

Ferrari, Massimo Minesso - 2020

In this paper, I incorporate a complex network model into a state of the art stochastic general equilibrium framework with an active interbank market. Banks exchange funds one another generating a complex web of interbanking relations. With the tools of network analysis it is possible to study...