Banking sector resilience to financial spillovers

Wang Chen (), Shigeyuki Hamori and T. Kinkyo

Applied Economics Letters, 2017, vol. 24, issue 6, 422-426

Abstract: By using a large sample of bank-level data, we analyse whether the spillover effects of US financial shocks differ with the fundamental characteristics of the banking sectors in the affected countries. We find that a banking sector characterized by a higher degree of competition and larger margin of safety is less affected by financial spillovers. The results are robust to the inclusion of bank-level control variables that capture individual banks’ lending capacity.

Date: 2017
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DOI: 10.1080/13504851.2016.1200173

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