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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Ong, Li
מחברים אחרים: Cihak, Martin
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2007.
סדרה:IMF Working Papers; Working Paper ; No. 2007/267
גישה מקוונת:Full text available on IMF