Contagion and interdependence: Measuring CEE banking sector co-movements

Autor:	Terhi Jokipii, Brian M. Lucey
Rok vydání:	2007
Předmět:	Czech Eastern european Economics and Econometrics language Economics International economics language.human_language Banking sector
Zdroj:	Economic Systems. 31:71-96
ISSN:	0939-3625
DOI:	10.1016/j.ecosys.2006.05.001
Popis:	This paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) over the last decade can be attributed to contagion or to interdependence. Addressing various econometric problems put forward in the literature, we uncover substantial evidence of contagion stemming from the Czech Republic to Hungary during much of 1996.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::558d898de7d01808ac4d076b83ceff0a https://doi.org/10.1016/j.ecosys.2006.05.001 Zobrazit plný text záznamu Full Text from ScienceDirect