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Advisor(s)
Abstract(s)
We use a spatial Probit model to study banking crises and show that the probability of a systemic banking crisis depends on contagion and that this effect may result from business connections between institutions or from similarities between banking systems.
Description
Keywords
Spatial Probit Banking Crises Contagion
Pedagogical Context
Citation
Amaral, Andrea, Margarida Abreu e Victor Mendes. 2010. "Contagion in banking crises: a spatial probit model". Instituto Superior de Economia e Gestão - DE Working papers nº 3-2010/DE
Publisher
ISEG – Departamento de Economia