Estimating Spillover Risk Among Large EU Banks /

The paper examines the scope for cross-border spillovers among major EU banks using information contained in the stock prices and financial statements of these banks. The results suggest that spillovers within domestic banking systems generally remain more likely, but the number of significant cross...

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Detaylı Bibliyografya
Yazar: Ong, Li
Diğer Yazarlar: Cihak, Martin
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2007.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2007/267
Online Erişim:Full text available on IMF