Brexit and the dependence structure among the G7 bank equity markets

The UK referendum in June 2016 on leaving the European Union had a negative impact on banking stocks across the major financial markets. This has left with a question dealing with the effect of UK banking institutions on the systemic risk on a global scale. This paper aims at investigating the chang...

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Bibliographic Details
Main Authors: Ramzi Nekhili, Kostas Giannopoulos
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2020-06-01
Series:Investment Management & Financial Innovations
Subjects:
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13674/IMFI_2020_02_Nekhili.pdf