Author(s):
Amaral, Andrea 
; Abreu, Margarida ; Mendes, Victor
Date: 2010
Persistent ID: http://hdl.handle.net/10400.5/2510
Origin: Repositório da UTL
Subject(s): Spatial Probit; banking crises; contagion
Document details
Contagion in Banking Crises: A Spatial Probit Model
Description
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.
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.
Document Type
Other
Language English
Language English
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