UTL Repository >
ISEG - Instituto Superior de Economia e Gestão / ISEG - School of Economics & Management Lisbon >
Departamento de Economia / Department of Economics >
DE - Documentos de trabalho / Working Papers >

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
contagion
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

Files in This Item:

File Description SizeFormat
wp32010.pdf482.27 kBAdobe PDFView/Open
Statistics
FacebookTwitterDeliciousLinkedInDiggGoogle BookmarksMySpaceOrkut
Formato BibTex mendeley Endnote Logotipo do DeGóis 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

 

 
Estamos no RCAAP Governo Português separator Ministério da Educação e Ciência   Fundação para a Ciência e a Tecnologia

Financiado por:

POS_C UE