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International Integration, Common Exposure and Systemic Risk in the Banking Sector

Nicole Allenspach and Pierre Monnin

Chapter 16 in Globalization and Systemic Risk, 2009, pp 233-249 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionMethodologyDataCommon Exposure to ShocksEvolution of Systemic RiskAre Common Exposure and Systemic Risk Related?ConclusionReferences

Keywords: Globalization; Banking; Financial Markets; Systemic Risk; Financial Crisis; Contagion (search for similar items in EconPapers)
Date: 2009
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