Interconnectedness of Global Systemically-Important Banks and Insurers
September 29, 2017
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Banking, Financial crises, Financial institutions, Global systemically important banks, Global systemically important insurers, Insurance companies, Stocks
Keywords: Asia and Pacific, Balance sheet, Bank characteristic, Bank subsidiary, BNP Paribas, Book value, Connectedness, Connectedness in the system, Dynamic return connectedness, Economic policy, Equity prices, Equity return, Europe, Global, Global systemically important banks, Global systemically important banks and insurers, Global systemically important insurers, GSIBs from the United States, Insurance companies, Profitable GSIBs, Return connectedness, Return connectedness of United States, Stocks, System of GSIBs, Vector autoregression, Volatility, WP
Publication Details
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Pages:
57
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2017/210
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Stock No:
WPIEA2017210
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ISBN:
9781484320716
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ISSN:
1018-5941