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Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership

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  • Chen, Wang
  • Hamori, Shigeyuki
  • Kinkyo, Takuji

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  • Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji, 2019. "Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 567-581.
    • Handle: RePEc:eee:ecofin:v:48:y:2019:i:c:p:567-581
    DOI: 10.1016/j.najef.2018.07.015
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    Cited by:

    1. Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022. "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, vol. 60(C).
    2. Oskar Kowalewski & Pawel Pisany, 2022. "Home–Host Distance in Governance Quality, Foreign Banks’ Lending, and Emerging Host Markets’ Resilience," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 12(1), pages 55-69.

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