首页|Making sense of uncertainty: An application to the Scandinavian banking sector

Making sense of uncertainty: An application to the Scandinavian banking sector

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  • NETL
  • NSTL
  • Wiley
We study the impact of different sources of global, regional and local uncertainty on the seven largest Scandinavian banks over the period 2005-2018. Usinga spillover approach and network analysis, we find that Swedish banks are themain source of contagion in the region and spillovers tend to increase in timesof heightened uncertainty. Global economic policy uncertainty, global financialuncertainty and local housing market uncertainty affect the Scandinavian banking sector the most. By contrast, geopolitical risk spillovers are limited.

contagionfinancial connectednessnetwork analysisScandinavian banking sectorspilloversuncertainty

Viktor Forsström、Karl Lind、Ricardo M. Sousa、Gazi Salah Uddin、Ranadeva Jayasekera

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Department of Management and Engineering,Linköping University,Linköping,Sweden

Department of Economics and Centre for Research in Economics and Management(NIPE),University of Minho,Braga,Portugal||London School of Economics and Political Science,LSE Alumni Association,London,UK

Trinity Business School,Trinity College,University of Dublin,Dublin,Ireland||Judge Business School,University of Cambridge,Cambridge,UK||Faculty of Economics and Business Administration,Vilnius University,Vilnius,Lithuania

2024

10.1002/ijfe.2834

International journal of finance & economics

International journal of finance & economics

ISSN：1076-9307
年,卷(期)：2024.29(4)
  • 157