東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

International banking sector linkage...

Benton, James Edward.

Linked to FindBook

Google Book

Amazon

博客來

International banking sector linkages: Did the global financial crisis strengthen or weaken the linkages?

Record Type:	Electronic resources : Monograph/item
Title/Author:	International banking sector linkages: Did the global financial crisis strengthen or weaken the linkages?/
Author:	Benton, James Edward.
Description:	79 p.
Notes:	Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.
Contained By:	Dissertation Abstracts International75-02A(E).
Subject:	Finance. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3575213
ISBN:	9781303528767

International banking sector linkages: Did the global financial crisis strengthen or weaken the linkages?
Benton, James Edward.

International banking sector linkages: Did the global financial crisis strengthen or weaken the linkages? - 79 p.

Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.

Thesis (Ph.D.)--Old Dominion University, 2013.

This dissertation examines the interactions or linkages between the U.S. banking sector and the other eight major banking center countries around the globe. I use the national banking sector index for each country over a ten year period as a proxy for reactions to external shocks and examine whether these shocks spillover from the U.S. to the other major banking center countries as measured through their respective indices. I examine both daily residual returns as well as return volatility to measure these interactions between indices.

ISBN: 9781303528767Subjects--Topical Terms:

542899
Finance.

International banking sector linkages: Did the global financial crisis strengthen or weaken the linkages?
LDR:02178nmm a2200289 4500 001 2073287
005 20160915132418.5
008 170521s2013 ||||||||||||||||| ||eng d
020 $a 9781303528767
035 $a (MiAaPQ)AAI3575213
035 $a AAI3575213
040 $a MiAaPQ $c MiAaPQ
100 1 $a Benton, James Edward. $3 3188523
245 1 0 $a International banking sector linkages: Did the global financial crisis strengthen or weaken the linkages?
300 $a 79 p.
500 $a Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.
500 $a Adviser: Mohammad Najand.
502 $a Thesis (Ph.D.)--Old Dominion University, 2013.
520 $a This dissertation examines the interactions or linkages between the U.S. banking sector and the other eight major banking center countries around the globe. I use the national banking sector index for each country over a ten year period as a proxy for reactions to external shocks and examine whether these shocks spillover from the U.S. to the other major banking center countries as measured through their respective indices. I examine both daily residual returns as well as return volatility to measure these interactions between indices.
520 $a This study uses a vector auto-regression moving average (VARMA) as well as Granger-causality Wald test to examine the linkages among the major banking sectors in the international markets. For robustness I use a State Space analysis to test the linkages among the nine major banking sector countries. My findings show that the U.S. national banking sector has directional influence over the eight other major national banking sectors including: France, Germany, Switzerland, U.K., Australia, Hong Kong, Japan, and Canada. Furthermore, I find that the influence that the U.S. national banking sector exerts on the other major banking sectors appears to diminish after the financial crisis occurred on September 15, 2008.
590 $a School code: 0418.
650 4 $a Finance. $3 542899
650 4 $a Banking. $2 bicssc $3 1557594
690 $a 0508
690 $a 0770
710 2 $a Old Dominion University. $b Finance. $3 2095846
773 0 $t Dissertation Abstracts International $g 75-02A(E).
790 $a 0418
791 $a Ph.D.
792 $a 2013
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3575213