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dc.contributor.authorNikolaev, Daniel
dc.date.accessioned2019-01-13T18:13:59Z
dc.date.accessioned2019-01-13T18:14:00Z
dc.date.available2019-01-13T18:13:59Z
dc.date.available2019-01-13T18:14:00Z
dc.date.issued2018
dc.identifier.issn0323-9004
dc.identifier.urihttp://hdl.handle.net/10610/4033
dc.description.abstractThe paper traces the impact of the international, systematically important banks on the state and phenomena observed in the European Union. It comes to the conclusion that international commercial banks further strengthen the convergence in the banking systems of the member states. In the process of disclosure of these relationships, the macroeconomic factors in the European Union have also been analyzed affecting the returns from the main activity of banking institutions aggregated across member states. By sequential use of the regression model and optimization, values representing the local specificities of the individual member-state towards the Union have been reached. Links have been found that suggest a time lag in the effects observed since the crisis in 2008. Both the international banks and the stock market status in the individual member states indicate that international systematically important banks function as a conductor of extreme crossborder phenomena.us_US
dc.publisherTsenov Publishing HouseEN_en
dc.relation.ispartofseries4;5
dc.subjectinternational commercial banksus_US
dc.subjectconvergenceus_US
dc.subjectEuropean Unionus_US
dc.titleTHE IMPACT OF COMMERCIAL BANKS ON CONVERGENCE IN THE EUROPEAN UNIONus_US
dc.typeArticleus_US


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