C. Bautista, P. Rous, and A. Tarazi, The Determinants of Domestic and Cross Border Bank Contagion Risk in Southeast Asia, Revue ??conomique, vol.59, issue.6, pp.1215-1242, 2008.
DOI : 10.3917/reco.596.1215

URL : https://hal.archives-ouvertes.fr/hal-00838543

T. Baig and I. Goldfajn, Financial market contagion in the Asian crisis " IMF working paper number 98, 1998.

J. Boyd and S. Graham, Risk, regulation and bank holding company expansion, Federal Reserve Bank of Mineapolis Quarterly Review, 1986.

D. Nicolo, G. , and M. Kwast, Systemic risk and financial consolidation: Are they related?, Journal of Banking & Finance, vol.26, issue.5, pp.861-880, 2002.
DOI : 10.1016/S0378-4266(02)00211-X

D. W. Diamond, Financial Intermediation and Delegated Monitoring " Review of Economic Studies151, pp.393-414, 1984.

D. Diamond and P. Dybvig, Bank Runs, Deposit Insurance, and Liquidity, Journal of Political Economy, vol.91, issue.3, pp.400-409, 1983.
DOI : 10.1086/261155

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=

A. Demirgüç-kunt, E. Detragiache, and P. Gupta, Inside the crisis: An empirical analysis of banking systems in distress, Journal of International Money and Finance, vol.25, issue.5, pp.702-718, 2006.
DOI : 10.1016/j.jimonfin.2006.04.004

R. Engle, Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models, SSRN Electronic Journal, vol.17, issue.5, pp.425-446, 2002.
DOI : 10.2139/ssrn.236998

R. Gropp and G. Moermann, Measurement of contagion in banks??? equity prices, Journal of International Money and Finance, vol.23, issue.3, pp.405-459, 2004.
DOI : 10.1016/j.jimonfin.2004.01.005

V. Gropp, Measuring bank contagion using market data, 2005.

G. Saxonhouse, Estimated parameters as dependant variables, The American Economic Review, vol.661, pp.178-183, 1976.