Modelling Interbank Relations during the International Financial Crisis

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RECERCAT Home > Universitat Rovira i Virgili > Departament d'Economia > Documents de treball del Departament d'Economia > View document

Use this identifier to quote or link this document: http://hdl.handle.net/2072/148475

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.available	2011-05-09T15:23:29Z
dc.date.created	2010
dc.date.issued	2010
dc.identifier.issn	1988 - 0812
dc.identifier.other	T - 1458 - 2010
dc.identifier.uri	http://hdl.handle.net/2072/148475
dc.format.extent	10
dc.format.extent	412532 bytes
dc.format.mimetype	application/pdf
dc.language.iso	eng
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/)
dc.subject.other	Mercats financers
dc.subject.other	Models economètrics
dc.subject.other	Crisis financeres
dc.subject.other	Bancs
dc.subject.other	Institucions financeres
dc.title	Modelling Interbank Relations during the International Financial Crisis
dc.type	info:eu-repo/semantics/workingPaper
dc.subject.udc	336 - Finances. Banca. Moneda. Borsa
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.

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