Abstract:

Credit Spread, Interbank Market Spread, Financial Spillover, bond, interbank market, bond market, banking, banking sector, domestic liquidity, bonds, bond spread, bank bond, net interest margin, return on assets, stock market, bank credit, bank bond markets, financial market, bank funding, bond markets, financial stability, stock market index, bank bonds, international financial markets, financial intermediation, risk-free interest rate, bond yield, treasury bonds, corporate bond, banking industry, financial markets, banking system, domestic interest rates, bank deposits, bank instrument, subordinated debt, banksliabilities, bank for international settlements, deposit rates, financial sys