Models of systemic risk in financial markets
<p>This thesis studies systemic risk in financial markets and how it emerges through dynamical and structural amplification mechanisms.</p> <p>In part (1) I study the dynamics and control of Basel leverage cycles. For this I develop a simple model of a financial system consisting o...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Published: |
2015
|