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Contagion and interdependence: measuring CEE banking sector co-movements
(08.05.2006)
Bank of Finland Research Discussion Papers 15/2006
Bank of Finland Research Discussion Papers 15/2006
Making use of ten years of daily data, this paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) can be attributed to contagion or to interdependence. ...