EVOLUTION OF FINANCIAL CONTAGION IN THE CONTEXT OF THE EUROPEAN DEBT CRISIS

EVOLUTION OF FINANCIAL CONTAGION IN THE CONTEXT OF THE EUROPEAN DEBT CRISIS

This paper aims to study changes in the effect of financial contagion in the Eurozone during the European DebtCrisis. The results of the study show that the strength of institutional connections on the interbank level had decreased, while on the sovereign-bank level it had weakened; which could be e...

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Bibliographic Details
Main Author: V. E. Rasskazov
Format: Article
Language:Russian
Published: Government of the Russian Federation, Financial University 2017-10-01
Series:Финансы: теория и практика
Subjects:
systemic risk
financial contagion
bank risk
european debt crisis
cds modelling
residuals analysis
correlation analysis
Online Access:https://financetp.fa.ru/jour/article/view/396
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