Complexity and bank risk during the financial crisis

被引：17

作者：

Krause, Thomas ^{[1
]}

Sondershaus, Talina ^{[1
]}

Tonzer, Lena ^{[1
]}

机构：

[1] Halle Inst Econ Res, D-06108 Halle, Saale, Germany

来源：

ECONOMICS LETTERS | 2017年 / 150卷

关键词：

Bank risk; Complexity; Globalization;

D O I：

10.1016/j.econlet.2016.11.026

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We construct a novel dataset to measure banks' complexity and relate it to banks' riskiness. The sample covers stock listed Euro area banks from 2007 to 2014. Bank stability is significantly affected by complexity, whereas the direction of the effect differs across complexity measures. (C) 2016 Elsevier B.V. All rights reserved.

引用

页码：118 / 121

页数：4

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