Cointegration and Exogeneity in Eurobanking and Latin American Banking: Does Systemic Risk Linger?

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Cointegration and Exogeneity in Eurobanking and Latin American Banking: Does Systemic Risk Linger?

This paper examines financial integration, interdependence and exogeneity within and between Latin American banking and Eurobanking systems during a period of relative stability after the oil and debt crises of the 1980s. Significant evidence of cointegration in both long and short-term relationship...

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Bibliographic Details
Main Author:	Simpson, John
Format:	Journal Article
Published:	Blackwell Publishing 2008
Subjects:	contagion Latin American banking systems integration interdependence Eurobanking systems
Online Access:	http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1158741 http://hdl.handle.net/20.500.11937/27705

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