Similar Search Results

The EMU sovereign-debt crisis : fundamentals, expectations and contagion

Arghyrou, Michael Georgiou; Kontonikas, Alexandros - In: Journal of international financial markets, … 22 (2012) 4, pp. 658-677

Persistent link: https://www.econbiz.de/10009582576

Interconnectedness and Contagion - Financial Panics and the Crisis of 2008

Scott, Hal S. - 2014

This study engages in a detailed analysis of interconnectedness (i.e., the linkage between financial institutions) in the context of the failure of Lehman Brothers in October 2008 and concludes that interconnectedness was not a major cause of the recent financial crisis.The study continues with...

Persistent link: https://www.econbiz.de/10013065034

On the optimal control of interbank contagion in the euro area banking system

Fukker, Gábor; Kok Sørensen, Christoffer - 2021

In this paper we present a methodology of model-based calibration of additional capital needed in an interconnected financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to controlling contagion in case of complete information about...

Persistent link: https://www.econbiz.de/10012519357

Sovereign debt exposure and the bank lending channel : impact on credit supply and the real economy

Bottero, Margherita; Lenzu, Simone; Mezzanotti, Filippo - In: Journal of international economics 126 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012631009

Systemic liquidity contagion in the European interbank market

Macchiati, Valentina; Brandi, Giuseppe; Di Matteo, Tiziana - In: Journal of economic interaction and coordination 17 (2022) 2, pp. 443-474

Persistent link: https://www.econbiz.de/10013271944

The time-spatial dimension of eurozone banking systemic risk

Foglia, Matteo; Angelini, Eliana - In: Risks : open access journal 7 (2019) 3/75, pp. 1-25

propose a new bank systemic risk measure to consider the two components of systemic risk: cross-sectional and time dimension …. The aim is to highlight the “time-space dynamics” of contagion, i.e., if the CDS spread of bank i depends on the CDS …. Moreover, we analyse the role of the European Central Bank in managing contagion risk. We find that monetary policy has been …

Persistent link: https://www.econbiz.de/10012127590

Are banking shocks contagious? : evidence from the eurozone

Dungey, Mardi H.; Flavin, Thomas J.; Lagoa Varela, Dolores - In: Journal of banking & finance 112 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012225230

On the intensity of liquidity spillovers in the Eurozone

Smimou, Kamal; Khallouli, W. - In: International review of financial analysis 48 (2016), pp. 388-405

Persistent link: https://www.econbiz.de/10011624534

The systemic risk of European banks during the financial and sovereign debt crises

Black, Lamont; Correa, Ricardo; Huang, Xin; Zhou, Hao - In: Journal of banking & finance 63 (2016), pp. 107-125

Persistent link: https://www.econbiz.de/10011634180

The European sovereign debt crisis : what have we learned?

Kräussl, Roman; Lehnert, Thorsten; Stefanova, Denitsa - 2017

the role of the bank rescues in igniting the sovereign debt crisis and reviews approaches to detect early warning signals …

Persistent link: https://www.econbiz.de/10011588156