dc.contributor
Universitat Rovira i Virgili. Departament d'Economia
dc.contributor.author
Aslanidis, Nektarios
dc.contributor.author
Savva, Christos S.
dc.date.accessioned
2011-05-09T15:23:29Z
dc.date.accessioned
2024-12-10T13:30:00Z
dc.date.available
2011-05-09T15:23:29Z
dc.date.available
2024-12-10T13:30:00Z
dc.identifier.issn
1988 - 0812
dc.identifier.other
T - 1458 - 2010
dc.identifier.uri
http://hdl.handle.net/2072/148475
dc.description.abstract
This paper examines the effects of the current financial crisis on the correlations of four
international banking stocks. We find that in the beginning of the crisis banks generally
show a transition to a higher correlation followed by a dramatic decline towards the end
of 2008. These findings are consistent with both traditional contagion theory and the
more recent network theory of contagion.
JEL classifications: C51; G15
Keywords: Financial Crises; Contagion; Interbank Markets.
cat
dc.format.extent
412532 bytes
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application/pdf
dc.relation.ispartofseries
Documents de treball del Departament d'Economia;2010-01
dc.rights
Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el departament i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/)
cat
dc.subject.other
Mercats financers
ca
dc.subject.other
Models economètrics
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dc.subject.other
Crisis financeres
ca
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Bancs
ca
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Institucions financeres
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dc.title
Modelling Interbank Relations during the International Financial Crisis
ca
dc.type
info:eu-repo/semantics/workingPaper
ca
