Emily
Editor, Senior Moderator
https://www.sciencedirect.com/science/article/abs/pii/S106294082100190X?via=ihub
Gabriel Pino,
Did small or large US banks transmit more risk during the Subprime crisis?,
The North American Journal of Economics and Finance,
Volume 59,
2022,
101587,
ISSN 1062-9408,
https://doi.org/10.1016/j.najef.2021.101587.
(https://www.sciencedirect.com/science/article/pii/S106294082100190X)
Abstract: This paper investigates bank size as a factor of risk transmission in the US banking sector during the Subprime crisis. Risk transmission is examined in two directions: from large to small banks and from small to large banks. To do this, we estimated a Spatial Autoregressive model using information on all US commercial banks from 2005 to 2010. Our results show that risk transmission from small to large banks appeared during early stages of the Subprime Crisis and transmission from large to small banks appeared later but was more long lasting.
Keywords: Bank size; Risk transmission; Subprime crisis; Bank stability
Gabriel Pino,
Did small or large US banks transmit more risk during the Subprime crisis?,
The North American Journal of Economics and Finance,
Volume 59,
2022,
101587,
ISSN 1062-9408,
https://doi.org/10.1016/j.najef.2021.101587.
(https://www.sciencedirect.com/science/article/pii/S106294082100190X)
Abstract: This paper investigates bank size as a factor of risk transmission in the US banking sector during the Subprime crisis. Risk transmission is examined in two directions: from large to small banks and from small to large banks. To do this, we estimated a Spatial Autoregressive model using information on all US commercial banks from 2005 to 2010. Our results show that risk transmission from small to large banks appeared during early stages of the Subprime Crisis and transmission from large to small banks appeared later but was more long lasting.
Keywords: Bank size; Risk transmission; Subprime crisis; Bank stability
