Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
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DOI: 10.1016/j.frl.2018.04.008
Abstract: Abstract We investigate the interaction between large banks and the financial sector in Europe using the cross-quantilogram approach of Han et al. (2016). We find evidence of asymmetry in the character of the spillovers between the… read more here.
Keywords: sector; spillovers large; banks financial; europe ... See more keywords