Financial stability in European banking: The role of common factors

DOI10.1007/S11079-006-0363-9MaRDI QIDQ867110zbMATH OpenOpenAlexFDO

Authors Clemens J. M. Kool

Publication date 14 February 2007

Published in Open Economies Review (Search for Journal in Brave)

Full work available at URL https://dspace.library.uu.nl/handle/1874/37222

zbMATH Keywords

risk premiumfinancial integrationcredit default swap spreads

Mathematics Subject Classification ID

Credit risk (91G40) Economic growth models (91B62)

Recommendations

• Systemic risk in the European sovereign and banking system
• Efficiency measures and the banking structure in Europe
• Multinational banks and financial stability
• Financial stability and Basel II
• Financial integration in Europe through the lens of composite indicators

Cites work

• Testing for Common Trends

Cited in

(2)

• Determinants of Euro-area bank CDS spreads
• The efficiency effects of a single market for financial services in Europe.

This page was built for publication: Financial stability in European banking: The role of common factors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q867110)