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Please use this identifier to cite or link to this item: http://hdl.handle.net/10400.5/2510

Title: Contagion in Banking Crises: A Spatial Probit Model
Authors: Amaral, Andrea
Abreu, Margarida
Mendes, Victor
Keywords: Spatial Probit
banking crises
Issue Date: 2010
Publisher: ISEG – Departamento de Economia
Citation: Amaral, Andrea, Margarida Abreu e Victor Mendes. 2010. "Contagion in Banking Crises: A Spatial Probit Model". Instituto Superior de Economia e Gestão - DE Working papers nº 3-2010/DE
Series/Report no.: DE Working papers;nº 3-2010/DE
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.
URI: http://hdl.handle.net/10400.5/2510
ISSN: 0874-4548
Publisher version: http://aquila2.iseg.utl.pt/aquila/getFile.do?method=getFile&fileId=94305
Appears in Collections:DE - Documentos de trabalho / Working Papers

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