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dc.creatorSánchez Roger, Marces
dc.creatorOliver Alfonso, María Doloreses
dc.creatorSanchís Pedregosa, Carloses
dc.creatorRoig Tierno, Noraces
dc.date.accessioned2020-07-14T09:12:35Z
dc.date.available2020-07-14T09:12:35Z
dc.date.issued2020
dc.identifier.citationSánchez Roger, M., Oliver Alfonso, M.D., Sanchís Pedregosa, C. y Roig Tierno, N. (2020). Bail-in and interbank contagion risk: an application of FSQCA methodology. Entrepreneurship and Sustainability Issues, 7 (4), 2604-2614.
dc.identifier.issn2345-0282es
dc.identifier.urihttps://hdl.handle.net/11441/99343
dc.description.abstractThis work uses fuzzy set theory and qualitative comparative analysis (QCA) to determine the causal configurations leading to interbank contagion in a resolution event. This study pioneers the introduction of fsQCA methodology in banking crisis analyses. The event providing the necessary data for this study is the resolution of the Spanish bank Banco Popular. We develop sufficient and necessary condition analyses to find the key metrics that lead to interbank contagion. The results demonstrate that weak solvency metrics, low asset quality and belonging to the same country where the resolution has been triggered tend to lead to higher contagion.es
dc.formatapplication/pdfes
dc.format.extent11es
dc.language.isoenges
dc.publisherEntrepreneurship and Sustainability Centeres
dc.relation.ispartofEntrepreneurship and Sustainability Issues, 7 (4), 2604-2614.
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectBail-ines
dc.subjectBanking resolutiones
dc.subjectFSQCAes
dc.subjectContagion riskes
dc.titleBail-in and interbank contagion risk: an application of FSQCA methodologyes
dc.typeinfo:eu-repo/semantics/articlees
dcterms.identifierhttps://ror.org/03yxnpp24
dc.type.versioninfo:eu-repo/semantics/publishedVersiones
dc.rights.accessRightsinfo:eu-repo/semantics/openAccesses
dc.contributor.affiliationUniversidad de Sevilla. Departamento de Economía Financiera y Dirección de Operacioneses
dc.relation.publisherversionhttp://jssidoi.org/jesi/article/542es
dc.identifier.doi10.9770/jesi.2020.7.4(3)es
dc.journaltitleEntrepreneurship and Sustainability Issueses
dc.publication.volumen7es
dc.publication.issue4es
dc.publication.initialPage2604es
dc.publication.endPage2614es

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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
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