| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5089569 | Journal of Banking & Finance | 2013 | 13 Pages |
Abstract
⺠The systemic interdependencies in European banking and insurance are examined. ⺠Extreme value analysis identifies the potential impact of a financial crisis. ⺠Inter sector dependencies are significantly lower than intra sector dependencies. ⺠Going against the trend, we find financial conglomeration lowers downside risk.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Jan Frederik Slijkerman, Dirk Schoenmaker, Casper G. de Vries,