Matches in SemOpenAlex for { <https://semopenalex.org/work/W4378717991> ?p ?o ?g. }
- W4378717991 endingPage "102879" @default.
- W4378717991 startingPage "102879" @default.
- W4378717991 abstract "This paper considers the network structure of listed depository institutions around the globe through volatility spillovers to assess the network and own effects from Global Systemically Important Bank (GSIB) designations as done by the Financial Stability Board (FSB). Different from previous studies, after considering the (network) spillover effects of GSIB designations in the model, we cannot reject the null hypothesis that the direct effects of GSIB designations are zero for the cumulative abnormal returns of the targeted institutions. However, we unveil unintended heterogeneous spillover effects of these designations, which depend on the profitability and riskiness of the involved institutions in the network. Finally, we find evidence that the GSIB designations increase GSIBs’ resilience to external shocks, but they also induce volatility spillovers from GSIBs to other banks in the network. The intended change of the volatility-spillover intensity of GSIBs mitigates the unintended effects to some extent, but it does not offset them." @default.
- W4378717991 created "2023-05-30" @default.
- W4378717991 creator A5023776922 @default.
- W4378717991 creator A5092048075 @default.
- W4378717991 creator A5092048076 @default.
- W4378717991 date "2023-09-01" @default.
- W4378717991 modified "2023-10-16" @default.
- W4378717991 title "The network and own effects of global-systemically-important-bank designations" @default.
- W4378717991 cites W1604285089 @default.
- W4378717991 cites W1814560945 @default.
- W4378717991 cites W1969610664 @default.
- W4378717991 cites W1970694313 @default.
- W4378717991 cites W1974454796 @default.
- W4378717991 cites W2016024630 @default.
- W4378717991 cites W2023705772 @default.
- W4378717991 cites W2039734130 @default.
- W4378717991 cites W2050815921 @default.
- W4378717991 cites W2066956110 @default.
- W4378717991 cites W2069573418 @default.
- W4378717991 cites W2108818539 @default.
- W4378717991 cites W2116701769 @default.
- W4378717991 cites W2146322589 @default.
- W4378717991 cites W2188657632 @default.
- W4378717991 cites W2221381929 @default.
- W4378717991 cites W2306852118 @default.
- W4378717991 cites W2796510373 @default.
- W4378717991 cites W2910738407 @default.
- W4378717991 cites W3020982786 @default.
- W4378717991 cites W3121367858 @default.
- W4378717991 cites W3121664163 @default.
- W4378717991 cites W3122186884 @default.
- W4378717991 cites W3122400477 @default.
- W4378717991 cites W3122471459 @default.
- W4378717991 cites W3122472896 @default.
- W4378717991 cites W3122768207 @default.
- W4378717991 cites W3123085324 @default.
- W4378717991 cites W3123320168 @default.
- W4378717991 cites W3123702155 @default.
- W4378717991 cites W3123882071 @default.
- W4378717991 cites W3123933399 @default.
- W4378717991 cites W3124194226 @default.
- W4378717991 cites W3124451372 @default.
- W4378717991 cites W3124882825 @default.
- W4378717991 cites W3125064881 @default.
- W4378717991 cites W3125591745 @default.
- W4378717991 cites W3125893735 @default.
- W4378717991 cites W3205116741 @default.
- W4378717991 cites W4230327943 @default.
- W4378717991 cites W4246715751 @default.
- W4378717991 cites W4296791903 @default.
- W4378717991 doi "https://doi.org/10.1016/j.jimonfin.2023.102879" @default.
- W4378717991 hasPublicationYear "2023" @default.
- W4378717991 type Work @default.
- W4378717991 citedByCount "1" @default.
- W4378717991 crossrefType "journal-article" @default.
- W4378717991 hasAuthorship W4378717991A5023776922 @default.
- W4378717991 hasAuthorship W4378717991A5092048075 @default.
- W4378717991 hasAuthorship W4378717991A5092048076 @default.
- W4378717991 hasBestOaLocation W43787179911 @default.
- W4378717991 hasConcept C10138342 @default.
- W4378717991 hasConcept C129361004 @default.
- W4378717991 hasConcept C139719470 @default.
- W4378717991 hasConcept C144133560 @default.
- W4378717991 hasConcept C144587487 @default.
- W4378717991 hasConcept C149782125 @default.
- W4378717991 hasConcept C162324750 @default.
- W4378717991 hasConcept C175291020 @default.
- W4378717991 hasConcept C17744445 @default.
- W4378717991 hasConcept C199360897 @default.
- W4378717991 hasConcept C199539241 @default.
- W4378717991 hasConcept C2776889888 @default.
- W4378717991 hasConcept C2778300220 @default.
- W4378717991 hasConcept C41008148 @default.
- W4378717991 hasConcept C55527203 @default.
- W4378717991 hasConcept C556758197 @default.
- W4378717991 hasConcept C91602232 @default.
- W4378717991 hasConceptScore W4378717991C10138342 @default.
- W4378717991 hasConceptScore W4378717991C129361004 @default.
- W4378717991 hasConceptScore W4378717991C139719470 @default.
- W4378717991 hasConceptScore W4378717991C144133560 @default.
- W4378717991 hasConceptScore W4378717991C144587487 @default.
- W4378717991 hasConceptScore W4378717991C149782125 @default.
- W4378717991 hasConceptScore W4378717991C162324750 @default.
- W4378717991 hasConceptScore W4378717991C175291020 @default.
- W4378717991 hasConceptScore W4378717991C17744445 @default.
- W4378717991 hasConceptScore W4378717991C199360897 @default.
- W4378717991 hasConceptScore W4378717991C199539241 @default.
- W4378717991 hasConceptScore W4378717991C2776889888 @default.
- W4378717991 hasConceptScore W4378717991C2778300220 @default.
- W4378717991 hasConceptScore W4378717991C41008148 @default.
- W4378717991 hasConceptScore W4378717991C55527203 @default.
- W4378717991 hasConceptScore W4378717991C556758197 @default.
- W4378717991 hasConceptScore W4378717991C91602232 @default.
- W4378717991 hasFunder F4320320924 @default.
- W4378717991 hasFunder F4320321001 @default.
- W4378717991 hasFunder F4320321106 @default.
- W4378717991 hasFunder F4320321408 @default.
- W4378717991 hasFunder F4320327557 @default.