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Contagion in Banking Crises: A Spatial Probit Model (Amaral A., Abreu M., Mendes V.)

Contagion in Banking Financial Crises Stability&Soundness

Abstract We use a spatial Probit model to study banking crises and show that the probability of a systemic banking crisis depends on contagion and that this effect may result from business connections between institutions or from similarities between banking systems.
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Libref/ Amaral A., Abreu M., Mendes V. (2010) “Contagion in Banking Crises: A Spatial Probit Model”, School of Economics and Management Working Paper № 03, pp.1-9
© Программирование — Александр Красильников, 2008
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