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Volumn 26, Issue 5, 2002, Pages 861-880

Systemic risk and financial consolidation: Are they related?

Author keywords

Bank consolidation; Systemic risk

Indexed keywords


EID: 0036102119     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(02)00211-X     Document Type: Article
Times cited : (109)

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    • Bank for International Settlements, CFCS Implications of Structural Change for the Nature of Systemic Risk
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  • 3
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    • Pitfalls in tests for changes in correlations
    • International Finance Discussion Paper no. 597R, Board of Governors of the Federal Reserve System, Washington D.C
    • (1999)
    • Boyer, B.1    Gibson, M.2    Loretan, M.3
  • 8
    • 0004174928 scopus 로고    scopus 로고
    • Dynamic Conditional Correlation - A Simple Class of Multivariate Garch Models
    • Working Paper
    • (2000)
    • Engle, R.1
  • 9
    • 0003813699 scopus 로고    scopus 로고
    • No Contagion, Only Interdependence: Measuring Stock Market Comovements
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    • (2000)
    • Forbes, K.1    Rigobon, R.2
  • 10
    • 84996568646 scopus 로고    scopus 로고
    • Group of Ten Report on Consolidation in the Financial Sector, Bank for International Settlements: Basel, Switzerland
    • (2001)
  • 11
    • 0003727343 scopus 로고    scopus 로고
    • International Capital Markets: Developments, Prospects and Key Policy Issues
    • International Monetary Fund, World Economic and Financial Surveys, Washington, D.C
    • (1999)
  • 14
    • 0003433762 scopus 로고    scopus 로고
    • Evaluating Correlation Breakdowns During Periods of Market Volatility
    • International Finance Discussion Paper No. 658. Federal Reserve Board
    • (2000)
    • Loretan, M.1    English, W.2
  • 15
    • 0003597823 scopus 로고
    • The Impact of Large Changes in Asset Pirces on Intra-Market Correlations in the Stock and Bond Markets
    • Mimeo., Department of Finance, University of Texas at Austin
    • (1995)
    • Ronn, E.1
  • 16
    • 0003719292 scopus 로고    scopus 로고
    • Using Subordinated Debt as an Instrument of Market Discipline
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    • (1999)


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.