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Euro Area Banking Sector Integration - Using Hierarchical Cluster Analysis Techniques

Kok, Christoffer; Puigvert Gutierrez, Josep Maria - 2021

results are not unequivocal and considerable differences remain, leaving scope for further integration. In terms of clustering …

Persistent link: https://www.econbiz.de/10013317612

Euro Area Banking Fragmentation in the Aftermath of the Crisis : A Cluster Analysis

Lucotte, Yannick - 2015

integration for Greece and Italy since the creation of the euro zone. Our findings confirm, therefore, the need to construct a …

Persistent link: https://www.econbiz.de/10013027716

Banking system stability: a cross-Atlantic perspective

Hartmann, Philipp; Straetmans, Stefan; de Vries, Casper - 2005

assess the relative importance of cross-border bank spillovers as compared to domestic bank spillovers. The results suggest …

Persistent link: https://www.econbiz.de/10011604573

Strategic Groups and Banks' Performance

Halaj, Grzegorz - 2014

in explaining the quality of bank portfolios as measured by irregular loans over total loans, which is a more direct way …

Persistent link: https://www.econbiz.de/10013059042

Euro area banking sector integration : using hierarchical cluster analysis techniques

Sørensen, Christoffer Kok (contributor); … - 2006

results are not unequivocal and considerable differences remain, leaving scope for further integration. In terms of clustering …

Persistent link: https://www.econbiz.de/10003337152

Cluster analysis of separate indicators of the banking systems of North Macedonia, the EU Member States and the Balkan countries

Stojanova Ivanovska, Emilija - In: Journal of contemporary economic and business issues 7 (2020) 1, pp. 77-90

In this paper, a multivariate analysis of the computer statistics, i.e. the Cluster analysis of the banking system concentration indicators and the financial intermediation and portfolio quality indicators by applying the complete linkage and the Ward's linkage method are presented. The main...

Persistent link: https://www.econbiz.de/10012268097

Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis

Straetmans, Stefan - 2012

This paper proposes and evaluates several market-based measures for US and eurozone individual bank tail risk and … banking system risk. We apply statistical extreme value analysis to the tails of bank equity prices to estimate the likelihood … to global shocks ( extreme systematic risk). Moreover, the estimators presuppose that bank equity prices are heavy tailed …

Persistent link: https://www.econbiz.de/10013101500

Risk diversification by European financial conglomerates

Slijkerman, Jan Frederik; Schoenmaker, Dirk; Vries, … - 2005

We study the dependence between the downside risk of European banks and insurers. Since the downside risk of banks and insurers differs, an interesting question from a supervisory point of view is the risk reduction that derives from diversification within large banks and financial...

Persistent link: https://www.econbiz.de/10011346454

Business models of the banks in the euro area

Farnè, Matteo; Vouldis, Angelos - 2017

dimensionality reduction optimally, given the nature of our dataset which features a large number of dimensions for each bank ('fat …

Persistent link: https://www.econbiz.de/10011656196

Capital market integration in Euroland : the role of banks

Buch, Claudia M. - 1999

Persistent link: https://www.econbiz.de/10013261042