| アイテムタイプ |
デフォルトアイテムタイプ（フル）その２(1) |
| 公開日 |
2022-04-26 |
| タイトル |
|
|
タイトル |
An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion |
|
言語 |
en |
| 作成者 |
Harrison, Michael
Nakajima, Jouchi
Shabani, Mimoza
|
| 寄与者 |
|
|
寄与者タイプ |
Editor |
|
|
姓名 |
Hitotsubashi Institute for Advanced Study, Hitotsubashi University |
|
|
言語 |
en |
| アクセス権 |
|
|
アクセス権 |
open access |
|
アクセス権URI |
http://purl.org/coar/access_right/c_abf2 |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
banking networks |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
spillover effect |
| 主題 |
|
|
主題Scheme |
Other |
|
主題 |
spatial autoregression |
| 内容記述 |
|
|
内容記述タイプ |
Abstract |
|
内容記述 |
This paper examines the possible spillover effects of the global and regional crossborder claims of Japanese banks on domestic financial stability. We contribute to the existing literature by constructing a global banking network and applying the Spinglass methodology to detect communities formed within the network. Furthermore, we employ a novel spatial econometric approach, namely, a timevarying spatial autoregressive (SAR) model that captures the evolution of spillover effects over time. Our empirical results point to the dominant role of Japanese banks in the global banking network and the evolution of the East Asian regional banking network. Furthermore, our findings show considerable variation in the degree of influence of both the global and regional banking networks over time. |
|
言語 |
en |
| 出版者 |
|
|
出版者 |
Hitotsubashi Institute for Advanced Study, Hitotsubashi University |
| 日付 |
|
|
日付 |
2022-04 |
|
日付タイプ |
Issued |
| 言語 |
|
|
言語 |
eng |
| 資源タイプ |
|
|
資源タイプ識別子 |
http://purl.org/coar/resource_type/c_18gh |
|
資源タイプ |
technical report |
| 出版タイプ |
|
|
出版タイプ |
VoR |
|
出版タイプResource |
http://purl.org/coar/version/c_970fb48d4fbd8a85 |
| 関連情報 |
|
|
関連タイプ |
isPartOf |
|
|
関連名称 |
Discussion paper series ; No. HIAS-E-120 |
| ページ数 |
|
|
ページ数 |
37 |
| Sponsorship |
|
|
値 |
The Ministry of Education, Culture, Sports, Science and Technology of the Japanese Government through Grant-in-Aid for Scientific Research (No.20H00073) |
| JEL |
|
|
値 |
C23 |
| JEL |
|
|
値 |
G21 |
| JEL |
|
|
値 |
F34 |
| JEL |
|
|
値 |
R11 |
070_hiasDP-E-120.pdf (925.2 KB)
