Measuring bank contagion in Europe using binary spatial regression models
Raffaella Calabrese, Johan A. Elkink and Paolo S. Giudici
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Calabrese, Raffaella ; Elkink, Johan A. ; Giudici, Paolo S. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0160-5682, ZDB-ID 716033-1. - Vol. 68.2017, 12, p. 1503-1511
|
| Subject: | contagion risk | spatial autoregressive models | European banks | EU-Staaten | EU countries | Regressionsanalyse | Regression analysis | Ansteckungseffekt | Contagion effect | Bank | Räumliche Interaktion | Spatial interaction | Bankrisiko | Bank risk | Autokorrelation | Autocorrelation | Schätzung | Estimation | Regionalökonomik | Regional economics | Theorie | Theory | Eurozone | Euro area |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41274-017-0189-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011815972