Artykuł w czasopiśmie
Brak miniatury
Licencja
ClosedAccessDostęp zamknięty
 

Instability spillovers in the banking sector: A spatial econometrics approach

Uproszczony widok
dc.abstract.enIn the study, we employ a dynamic spatial panel model to identify factors that are the sources of instability spillover in the banking sector. Using a sample of publicly listed banks, we document that the stability of a bank depends not only on its own characteristics and the macroeconomic conditions of its home country, but also on the stability of other banks in the same and other countries. We find weak evidence that the spillover effects are greater from domestic banks than from foreign ones. This study has significant implications for market regulators in terms of the role of country interdependence as a spillover mechanism during times of financial turbulence.
dc.affiliationUniwersytet Warszawski
dc.contributor.authorAcedański, Jan
dc.contributor.authorKarkowska, Renata
dc.date.accessioned2024-01-25T04:19:54Z
dc.date.available2024-01-25T04:19:54Z
dc.date.issued2022
dc.description.financePublikacja bezkosztowa
dc.description.volume61
dc.identifier.doi10.1016/J.NAJEF.2022.101694
dc.identifier.issn1062-9408
dc.identifier.urihttps://repozytorium.uw.edu.pl//handle/item/109376
dc.identifier.weblinkhttps://api.elsevier.com/content/article/PII:S1062940822000493?httpAccept=text/xml
dc.languageeng
dc.pbn.affiliationeconomics and finance
dc.relation.ispartofNorth American Journal of Economics and Finance
dc.relation.pages101694
dc.rightsClosedAccess
dc.sciencecloudnosend
dc.subject.enBanking
dc.subject.enSpillover effect
dc.subject.enSpatial econometrics
dc.subject.enCross-sectional dependence
dc.titleInstability spillovers in the banking sector: A spatial econometrics approach
dc.typeJournalArticle
dspace.entity.typePublication