On the Contagion Effect in the US Banking Sector

Gabriel Pino · Subhash Chandra Sharma

31 citations0/0 files storedJournal of money credit and banking

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Banking stability, regulation, efficiency Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

Abstract By using the spatial econometrics methodology, this paper investigates the contagion of the risk taking by banks in the US banking sector during 2001 to 2012. In addition, the contagion signals up to the Subprime crisis in 2008 are analyzed and different channels of contagion are studied in order to identify fragile groups of banks. Our analysis reveals that there is no significant contagion transmitted to the whole banking system. However, we observe that the bank contagion is significantly spread locally and for the group of banks that share similar characteristics related to size and bank regulations.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 31 citations exist upstream.

References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1988Spatial Econometrics: Methods and Models 1988The Theory of Industrial Organization 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2000Financial Contagion 1952Safety First and the Holding of Assets 1988Deposit Insurance, Risk, and Market Power in Banking 2000Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.