Interconnectedness of banks in selected Asia-Pacific countries and risk of contagion on Philippine banks

• Main Author: Hutalla, Jessica P.
• Format: text
• Language: English
• Published: Animo Repository 2019
• Subjects: Banks and banking—Asia; Financial institutions; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_masteral/7151
• Institution: De La Salle University

In the international transmission of shocks, banks play a specific role. In particular, the liquidity supply of a local banking system may be threatened by the economic condition of its foreign counterparty bank. A possible transmission of shock may be detected by assessing the long-run relationship...