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Contagion in Banking Crises: A Spatial Probit Model

Andrea Amaral, Margarida Abreu () and Victor Mendes ()

No 2010/03, Working Papers Department of Economics from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa

Abstract: We use a spatial Probit model to study banking crises and show that the probability of a systemic banking crisis depends on contagion and that this effect may result from business connections between institutions or from similarities between banking systems.

Keywords: Spatial Probit; banking crises; contagion. (search for similar items in EconPapers)
JEL-codes: C21 C25 G01 G21 (search for similar items in EconPapers)
Date: 2010-01
New Economics Papers: this item is included in nep-ban and nep-ure
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More papers in Working Papers Department of Economics from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa Department of Economics, ISEG - Lisbon School of Economics and Management, Universidade de Lisboa, Rua do Quelhas 6, 1200-781 LISBON, PORTUGAL.
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