Banking Contagion under Different Exchange Rate Regimes in CEE


Autoria(s): Kutasi, Gábor
Data(s)

01/03/2015

Resumo

The global crisis of 2008 caused both liquidity shortage and increasing insolvency in the banking system. The study focuses on credit default contagion in the Central and Eastern European (CEE) region, which originated in bank runs generated by non-performing loans granted to non-financial clients. In terms of methodology, the paper relies on one hand on review of the literature, and on the other hand on a data survey with comparative and regression analysis. To uncover credit default contagion, the research focuses on the combined impact of foreign exchange rates and foreign private indebtedness.

Formato

application/pdf

Identificador

http://unipub.lib.uni-corvinus.hu/1881/1/SE_2015n1_Kutasi.pdf

Kutasi, Gábor (2015) Banking Contagion under Different Exchange Rate Regimes in CEE. Society and Economy, 37 (1). pp. 109-127.

Publicador

Akadémiai Kiadó

Relação

http://unipub.lib.uni-corvinus.hu/1881/

http://akademiai.com/content/q4313206360q417n/

Palavras-Chave #Finance
Tipo

Article

PeerReviewed

Idioma(s)

en

en