• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times

18-100/IV - Do information contagion and business model similarities explain bank credit risk commonalities?


  • Authors
    Dieter Wang, VU Amsterdam, De Nederlandsche Bank; Iman (I.P.P.) van Lelyveld, VU Amsterdam, De Nederlandsche Bank; Julia (J.) Schaumburg, VU Amsterdam
  • Publication date
    December 22, 2018
  • Keywords
    Information contagion, credit spread puzzle, bank business model similarities, portfolio overlap measure, dynamic network effects model
  • JEL
    G01, G21, C32, C33, C38