Kanas, Angelos (2004) Testing for "pure" contagion effects in international banking: The case of BCCI's failure. International Journal of Theoretical and Applied Finance, 7 (3). pp. 289-301. ISSN 0219-0249. (doi:10.1142/S0219024904002438) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41161)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1142/S0219024904002438 |
Abstract
We find evidence of "pure" contagion effects in international banking arising from the collapse of BCCI. A Markov regime-switching approach is employed to allow for the uncertainty surrounding the date of BCCI's collapse. The results indicate that there are shortcomings in the supervision of internationally spread banking groups like BCCI, and carry implications for the EU single market programme in financial services.
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1142/S0219024904002438 |
| Uncontrolled keywords: | Banking, Banking supervision, Contagion, Markov-switching |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | Divisions > Kent Business School - Division > Kent Business School (do not use) |
| Depositing User: | Tracey Pemble |
| Date Deposited: | 22 May 2014 15:06 UTC |
| Last Modified: | 05 Nov 2024 10:25 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/41161 (The current URI for this page, for reference purposes) |
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