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Systemic Risk and Bank Consolidation: International Evidence · Study

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PreprintSystemic Risk and Bank Consolidation: International Evidence

Gregor N. F. Weiß2012

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Preprintgreen2012

Systemic Risk and Bank Consolidation: International Evidence

Gregor N. F. Weiß · Sascha Neumann · Denefa Bostandzic

21 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1998Law and Finance 1984Financial Intermediation and Delegated Monitoring 1999An Introduction to Copulas 1996Higher market valuation of companies with a small board of directors 2002Market Timing and Capital Structure 2008The law and economics of self-dealing 2000Financial Contagion 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors

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2013What Factors Drive Systemic Risk during International Financial Crises?

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2013Systemic risk and bank consolidation: International evidencearticle · 48 shared references 2013What Factors Drive Systemic Risk during International Financial Crises?preprint · 23 shared references 2014What factors drive systemic risk during international financial crises?article · 20 shared references 2018Why do some banks contribute more to global systemic risk?article · 17 shared references 2016Derivatives usage, securitization, and the crash sensitivity of bank stocksarticle · 12 shared references 2014Why do some insurers become systemically relevant?article · 10 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations21

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.1914352

openalex_workW2007623622

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