The influence of consolidation and internationalization on systemic risk in the financial sector
This paper analyses the impact of banking mergers on systemic risk, with in particular if internationalization prior to acquisition increases systemic risk. By using the marginal expected shortfall methodology for an international sample of mergers, a significant increase in systemic risk is found a...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Uppsala universitet, Företagsekonomiska institutionen
2018
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-347180 |