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International activities of commercial banks are a potential source for the transmission of shocks across countries. In Europe, bank finance plays a relatively important role, and efforts have been made at creating a level playing field for financial institutions. This paper reviews the stylized...
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We investigate the evolution of co-movement and lead-lag relationships between the nominal effective European exchange rate and the largest European stock markets in the time and frequency dimension. We decompose the financial return series into different time scales and apply the cross-wavelet...
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This paper presents stylized facts of the segmentation of the Euro Area (EA) banking system and investigates cross …
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This paper presents stylized facts of the segmentation of the Euro Area (EA) banking system and investigates cross …
Persistent link: https://www.econbiz.de/10013030227
euro area banks. The period associated with the European sovereign debt crisis has witnessed increased growth in euro area … bank claims on extra-euro area residents, against a background of contracting euro area credit supply. Controlling for bank … policy in the US, UK, Japan and euro area - as drivers of the global flows of euro area banks. Moreover, regression analysis …
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