Coverart for item
The Resource Systemic risk and financial consolidation : are they related?, Gianni De Nicoló and Myron L. Kwast

Systemic risk and financial consolidation : are they related?, Gianni De Nicoló and Myron L. Kwast

Label
Systemic risk and financial consolidation : are they related?
Title
Systemic risk and financial consolidation
Title remainder
are they related?
Statement of responsibility
Gianni De Nicoló and Myron L. Kwast
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
We argue that firm interdependencies, as measured by correlations of stock returns, provide an indicator of systemic risk potential. We find a positive trend in stock return correlations net of diversification effects for a sample of U.S. Large and Complex Banking Organizations over 1988-99. This finding suggests that the systemic risk potential in the financial sector may have increased. In addition, we find a positive consolidation elasticity of correlations. However, such elasticity exhibits substantial time variation and likely declined in the latter part of the decade. Thus, factors other than consolidation have also been responsible for the upward trend in return correlations
Member of
Action
digitized
Cataloging source
OCLCE
http://bibfra.me/vocab/lite/collectionName
IMF eLibrary
http://library.link/vocab/creatorName
De Nicoló, Gianni
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.02/55 ONLINE
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Kwast, Myron L
  • International Monetary Fund
Series statement
IMF Working Paper
Series volume
WP/02/55
http://library.link/vocab/subjectName
  • Banks and banking
  • Consolidation and merger of corporations
  • Rate of return
  • Risk
  • Banques
  • Entreprises
  • Taux de rendement
  • Risque
  • Banks and banking
  • Consolidation and merger of corporations
  • Rate of return
  • Risk
  • United States
Label
Systemic risk and financial consolidation : are they related?, Gianni De Nicoló and Myron L. Kwast
Instantiates
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 24-25)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
646971998
Dimensions
unknown
Extent
1 online resource (25 pages)
Form of item
online
Isbn
9781451894479
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451894479.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)646971998
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Label
Systemic risk and financial consolidation : are they related?, Gianni De Nicoló and Myron L. Kwast
Publication
Copyright
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 24-25)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
646971998
Dimensions
unknown
Extent
1 online resource (25 pages)
Form of item
online
Isbn
9781451894479
Issn
2227-8885
Level of compression
  • lossless
  • lossy
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.5089/9781451894479.001
Other physical details
illustrations
Reformatting quality
  • preservation
  • access
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
(OCoLC)646971998
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

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