Models of systemic risk in financial markets

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...

Bibliografski detalji
Glavni autor:	Aymanns, C
Daljnji autori:	Farmer, J
Format:	Disertacija
Izdano:	2015

Slični predmeti

Models of financial stability and their application in stress tests
od: Aymanns, C, i dr.
Izdano: (2018)

Systemic risk and financial market structure
od: Noe, T, i dr.
Izdano: (2001)

Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
od: Sun Meng, i dr.
Izdano: (2023-03-01)

Reforming risk in financial markets /
od: Turley, Melvin R.
Izdano: (c200)

FINANCIAL RISK COVERAGE IN THE CONTEXT OF GLOBALIZATION FINANCIAL MARKETS
od: María Esperanza González-del Foyo, i dr.
Izdano: (2016-01-01)

THE FINANCIAL INSTRUMENTS FOR RISK MANAGEMENT ON THE INTERNATIONAL FINANCIAL MARKETS
od: Alina Hagiu
Izdano: (2008-05-01)

A moving-window bayesian network model for assessing systemic risk in financial markets.
od: Lupe S H Chan, i dr.
Izdano: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets
od: Mike K. P. So, i dr.
Izdano: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets.
od: Mike K P So, i dr.
Izdano: (2023-01-01)

The dynamics of the leverage cycle
od: Aymanns, C, i dr.
Izdano: (2014)

Research on Financial Market Risks Based on VaR Model
od: Wang Rongming
Izdano: (2022-01-01)

Financial market risk : measurement & analysis /
od: Los, Cornelis Albertus, 1951-
Izdano: (2003)

Animal Spirits and Risk in Financial Markets
od: Jukka Ilomäki
Izdano: (2018-02-01)

Contagion effects on financial markets risk
od: Anca Ionășcuți, i dr.
Izdano: (2022-05-01)

Assessing systemic risk in financial markets using dynamic topic networks
od: Mike K. P. So, i dr.
Izdano: (2022-02-01)

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk
od: Xiao-Li Gong, i dr.
Izdano: (2020-01-01)

Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
od: A. M. Karminsky, i dr.
Izdano: (2015-08-01)

Research on the Application and Optimization of Mathematical Models in Financial Market Risk Management
od: Pan Yuyang
Izdano: (2024-01-01)

Financial markets, technological innovations and financial stability: risks and problems of regulation
od: S. A. Andryushin, i dr.
Izdano: (2019-09-01)

Predict the financial markets crises (forecasting models and their applicability in the Arab Financial Markets)
od: Saiah, Abdalla Ab Sinusi, i dr.
Izdano: (2011)

MODELS OF FINANCIAL MARKET FUNCTIONING
od: Viktor I. Lebedev, i dr.
Izdano: (2022-05-01)

Essays on the risk premium in the U.S. financial market
od: SaitÅ , Makoto
Izdano: (2005)

The Effects of War Risk on U.S. Financial Markets
od: Rigobon, Roberto, i dr.
Izdano: (2003)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
od: Oliga Pakova, i dr.
Izdano: (2022-05-01)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
od: Olga Pakova, i dr.
Izdano: (2022-03-01)

The Relationship between Sentiment and Risk in Financial Markets
od: Ana Luiza Paraboni, i dr.
Izdano: (2018-03-01)

DIGITAL TRANSFORMATION OF THE FINANCIAL MARKET: RISKS AND OPPORTUNITIES
od: Elizaveta S. Bulyga, i dr.
Izdano: (2022-06-01)

Developing China’s Electricity Financial Market: Strategic Design of Financial Derivatives for Risk Management and Market Stability
od: Hao Feng, i dr.
Izdano: (2024-11-01)

System Dynamics Modeling to Forecast Economic and Financial Market Indicators Using Interrelationship of Shocks Among Global Financial Markets
od: Ali Asghar Anvary Rostamy, i dr.
Izdano: (2023-04-01)

Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran
od: Saeed Mohammadiaghdam, i dr.
Izdano: (2017-09-01)

Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
od: Zhanfeng Li, i dr.
Izdano: (2021-01-01)

The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets /
od: Gregoriou, Greg N., 1956-, i dr.
Izdano: (2010)

Financial market failures and systemic crises
od: Feijer, Diego (Diego Francisco Feijer Rovira)
Izdano: (2016)

THE ROLE OF THE FINANCIAL SYSTEM IN MARKET ECONOMY
od: CĂRUNTU GENU ALEXANDRU, i dr.
Izdano: (2015-12-01)

Models of Corporate Financial Management in the Context of Globalization of Financial Markets
od: Sofia DOMBROVSKA
Izdano: (2020-12-01)

Trust in Financial Markets
od: Mayer, C
Izdano: (2008)

Trust in Financial Markets.
od: Mayer, C
Izdano: (2008)

China's financial markets: the risks and opportunities of stranded assets
od: Caldecott, B, i dr.
Izdano: (2014)

Modern financial markets : prices, yields, and risk analysis /
od: 407528 Blackwell, David W., i dr.
Izdano: (2007)

Political Risk on Financial Markets in Developed and Developing Economies
od: Grzegorz Waszkiewicz
Izdano: (2017-04-01)