Bank risk and cross-border banking: an empirical analysis
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
Tübingen
IAW
2011
|
| Edition: | 1. Aufl. |
| Series: | IAW-Forschungsberichte
72 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | IAW = Inst. für Angewandte Wirtschaftsforschung e.V. Tübingen |
| Physical Description: | XIV, 160 S. graph. Darst. 24 cm, 324 g |
| ISBN: | 9783885730576 |
Staff View
MARC
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| 100 | 1 | |a Neugebauer, Katja |e Verfasser |0 (DE-588)144039389 |4 aut | |
| 245 | 1 | 0 | |a Bank risk and cross-border banking |b an empirical analysis |c Katja Neugebauer |
| 246 | 1 | 3 | |a Bank risk and cross border banking |
| 250 | |a 1. Aufl. | ||
| 264 | 1 | |a Tübingen |b IAW |c 2011 | |
| 300 | |a XIV, 160 S. |b graph. Darst. |c 24 cm, 324 g | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a IAW-Forschungsberichte |v 72 | |
| 500 | |a IAW = Inst. für Angewandte Wirtschaftsforschung e.V. Tübingen | ||
| 502 | |a Zugl.: Tübingen, Univ., Diss., 2010 | ||
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Record in the Search Index
| _version_ | 1804147983314321408 |
|---|---|
| adam_text | CONTENTS
CONTENTS
IV
LIST
OF
TABLES
IX
LIST
OF
FIGURES
XI
LIST
OF
ABBREVIATIONS
XIII
1
INTRODUCTION
1
2
INTERNATIONAL
BANKING
AND
BANK
RISK
7
2.1
MOTIVATION
....................................................................................
7
2.2
DATA
AND
METHODOLOGY
.................................................................
9
2.2.1
DATA
...................................................................................
10
2.2.2
MEASURING
BANK
RISK
....................................................
12
2.2.3
METHODOLOGY
...................................................................
13
2.3
ESTIMATION
RESULTS
......................................................................
15
2.3.1
MACROECONOMIC
VOLATILITY
..............................................
16
2.3.2
OPENNESS
..........................................................................
17
2.3.3
BANKING
REGULATION
.......................................................
18
VI
CONTENTS
2.3.4
ROBUSTNESS
TESTS
.............................................................
19
2.4
SUMMARY
......................................................................................
20
2.5
APPENDIX
FOR
CHAPTER
2
.............................................................
22
3
BANK-SPECIFIC
SHOCKS
AND
THE
BANKING
SYSTEM
31
3.1
MOTIVATION
...................................................................................
31
3.2
SIZE
EFFECTS
AND
THE
BANKING
GRANULAR
RESIDUAL
....................
35
3.2.1
THE
GRANULAR
RESIDUAL:
THE
ORIGINAL
IDEA
...........
35
3.2.2
THE
GRANULAR
RESIDUAL:
APPLICATION
TO
BANKING
.
36
3.2.3
DATA
AND
STYLIZED
FACTS
................................................
39
3.3
MACROECONOMIC
STRESS-TESTING
....................................................
41
3.3.1
THE
STRESS-TESTING
FRAMEWORK
.............................
41
3.3.2
THE
GRANULAR
RESIDUAL
AND
BANKING
DISTRESS
...
42
3.3.3
ROBUSTNESS
................................................................
45
3.3.4
EFFECTS
ON
THE
MACROECONOMY:
VAR
ESTIMATION
.
.
46
3.4
CONCLUSIONS
...................................................................................
48
3.5
APPENDIX
FOR
CHAPTER
3
.............................................................
51
4
BANK-SPECIFIC
SHOCKS
AND
THE
REAL
ECONOMY
67
4.1
MOTIVATION
...................................................................................
67
4.2
THE
BANKING
GRANULAR
RESIDUAL
.................................................
70
4.3
THE
BANKING
GRANULAR
RESIDUAL
AND
GROWTH
........................
72
4.3.1
REGRESSION
SPECIFICATION
..........................................
73
4.3.2
BASELINE
REGRESSION
RESULTS
....................................
73
4.3.3
ROBUSTNESS
TESTS
......................................................
74
4.4
DISCUSSION
AND
CONCLUSION
..........................................................
76
4.5
APPENDIX
FOR
CHAPTER
4
.............................................................
79
CONTENTS
VII
5
CROSS-BORDER
DIVERSIFICATION
OF
BANKS
89
5.1
MOTIVATION
...................................................................................
89
5.2
WHY
DOES
INTERNATIONAL
DIVERSIFICATION
MATTER?
.....................
91
5.3
PORTFOLIO
DIVERSIFICATION
OF
BANKS
.............................................
94
5.3.1
MEASUREMENT
OF
FINANCIAL
INTEGRATION
.......................
95
5.3.2
MEASUREMENT
OF
DIVERSIFICATION
...................................
96
5.3.3
MEASUREMENT
OF
FINANCIAL
CONTAGION
..........................
99
5.4
SUMMARY
AND
IMPLICATIONS
FOR
REGULATION
............................
102
5.5
APPENDIX
FOR
CHAPTER
5
...........................................................
105
6
THE IMPORTANCE
OF
THIRD-COUNTRY
EFFECTS
FOR
CROSS-BORDER
BANKING
109
6.1
MOTIVATION
...............................................................................
109
6.2
METHODOLOGY
............................................................................
113
6.2.1
GRAVITY
EQUATIONS
........................................................
113
6.2.2
GRAVITY
IN
SPACE
............................................................
115
6.2.3
ESTIMATION
STRATEGY
.....................................................
118
6.3
DATA
AND
DESCRIPTIVE
STATISTICS
..............................................
120
6.3.1
DATA
.................................................................................
120
6.3.2
DESCRIPTIVE
STATISTICS
.....................................................
122
6.4
RESULTS
........................................................................................
124
6.4.1
BASELINE
REGRESSION
.....................................................
124
6.4.2
COMPARISON
OF
2SLS
AND
SPATIAL
ML
RESULTS
.
.
.
126
6.4.3
ROBUSTNESS
CHECKS
........................................................
127
6.5
CONCLUSION
...............................................................................
128
6.6
APPENDIX
FOR
CHAPTER
6
.........................................................
131
VIII
CONTENTS
7
CONCLUDING
REMARKS
AND
OUTLOOK
143
7.1
MAIN
FINDINGS
..........................................................................
143
7.2
OUTLOOK
.......................................................................................
146
REFERENCES
149
|
| any_adam_object | 1 |
| author | Neugebauer, Katja |
| author_GND | (DE-588)144039389 |
| author_facet | Neugebauer, Katja |
| author_role | aut |
| author_sort | Neugebauer, Katja |
| author_variant | k n kn |
| building | Verbundindex |
| bvnumber | BV039143446 |
| classification_rvk | QK 300 |
| ctrlnum | (OCoLC)729955317 (DE-599)DNB1011919621 |
| dewey-full | 332.10681 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.10681 |
| dewey-search | 332.10681 |
| dewey-sort | 3332.10681 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Thesis Book |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV039143446 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:59:54Z |
| institution | BVB |
| isbn | 9783885730576 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024161432 |
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| owner_facet | DE-12 DE-473 DE-BY-UBG DE-384 DE-945 DE-703 |
| physical | XIV, 160 S. graph. Darst. 24 cm, 324 g |
| publishDate | 2011 |
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| series | IAW-Forschungsberichte |
| series2 | IAW-Forschungsberichte |
| spelling | Neugebauer, Katja Verfasser (DE-588)144039389 aut Bank risk and cross-border banking an empirical analysis Katja Neugebauer Bank risk and cross border banking 1. Aufl. Tübingen IAW 2011 XIV, 160 S. graph. Darst. 24 cm, 324 g txt rdacontent n rdamedia nc rdacarrier IAW-Forschungsberichte 72 IAW = Inst. für Angewandte Wirtschaftsforschung e.V. Tübingen Zugl.: Tübingen, Univ., Diss., 2010 Bank (DE-588)4004436-1 gnd rswk-swf Risiko (DE-588)4050129-2 gnd rswk-swf Auslandsgeschäft (DE-588)4003763-0 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Bank (DE-588)4004436-1 s Auslandsgeschäft (DE-588)4003763-0 s Risiko (DE-588)4050129-2 s DE-604 IAW-Forschungsberichte 72 (DE-604)BV019614771 72 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024161432&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Neugebauer, Katja Bank risk and cross-border banking an empirical analysis IAW-Forschungsberichte Bank (DE-588)4004436-1 gnd Risiko (DE-588)4050129-2 gnd Auslandsgeschäft (DE-588)4003763-0 gnd |
| subject_GND | (DE-588)4004436-1 (DE-588)4050129-2 (DE-588)4003763-0 (DE-588)4113937-9 |
| title | Bank risk and cross-border banking an empirical analysis |
| title_alt | Bank risk and cross border banking |
| title_auth | Bank risk and cross-border banking an empirical analysis |
| title_exact_search | Bank risk and cross-border banking an empirical analysis |
| title_full | Bank risk and cross-border banking an empirical analysis Katja Neugebauer |
| title_fullStr | Bank risk and cross-border banking an empirical analysis Katja Neugebauer |
| title_full_unstemmed | Bank risk and cross-border banking an empirical analysis Katja Neugebauer |
| title_short | Bank risk and cross-border banking |
| title_sort | bank risk and cross border banking an empirical analysis |
| title_sub | an empirical analysis |
| topic | Bank (DE-588)4004436-1 gnd Risiko (DE-588)4050129-2 gnd Auslandsgeschäft (DE-588)4003763-0 gnd |
| topic_facet | Bank Risiko Auslandsgeschäft Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024161432&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV019614771 |
| work_keys_str_mv | AT neugebauerkatja bankriskandcrossborderbankinganempiricalanalysis AT neugebauerkatja bankriskandcrossborderbanking |