Risk Exposures and Financial Spillovers in Tranquil and Crisis Times: Bank-Level Evidence

WP/13/142

Risk Exposures and Financial Spillovers in Tranquil and Crisis Times: Bank-Level Evidence
For a sample of 83 financial institutions during 2003–2011, this paper attempts to answer three questions: first, what is the evolution of banks' stock price exposure to country-level and global risk factors as approximated by equity indices; second, which bank-specific characteristics explain these risk exposures; third, are there clusters of... READ MORE...

Publication date: June 2013
ISBN 9781484311240
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: June 2013

PDF

Publication date: June 2013

English