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...

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Bibliografiske detaljer
Hovedforfatter:	Aymanns, C
Andre forfattere:	Farmer, J
Format:	Thesis
Udgivet:	2015

Lignende værker

Models of financial stability and their application in stress tests
af: Aymanns, C, et al.
Udgivet: (2018)

Systemic risk and financial market structure
af: Noe, T, et al.
Udgivet: (2001)

Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
af: Sun Meng, et al.
Udgivet: (2023-03-01)

Reforming risk in financial markets /
af: Turley, Melvin R.
Udgivet: (c200)

FINANCIAL RISK COVERAGE IN THE CONTEXT OF GLOBALIZATION FINANCIAL MARKETS
af: María Esperanza González-del Foyo, et al.
Udgivet: (2016-01-01)

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

A moving-window bayesian network model for assessing systemic risk in financial markets.
af: Lupe S H Chan, et al.
Udgivet: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets
af: Mike K. P. So, et al.
Udgivet: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets.
af: Mike K P So, et al.
Udgivet: (2023-01-01)

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

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

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

Contagion effects on financial markets risk
af: Anca Ionășcuți, et al.
Udgivet: (2022-05-01)

The dynamics of the leverage cycle
af: Aymanns, C, et al.
Udgivet: (2014)

Assessing systemic risk in financial markets using dynamic topic networks
af: Mike K. P. So, et al.
Udgivet: (2022-02-01)

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk
af: Xiao-Li Gong, et al.
Udgivet: (2020-01-01)

Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
af: A. M. Karminsky, et al.
Udgivet: (2015-08-01)

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

Predict the financial markets crises (forecasting models and their applicability in the Arab Financial Markets)
af: Saiah, Abdalla Ab Sinusi, et al.
Udgivet: (2011)

Financial markets, technological innovations and financial stability: risks and problems of regulation
af: S. A. Andryushin, et al.
Udgivet: (2019-09-01)

MODELS OF FINANCIAL MARKET FUNCTIONING
af: Viktor I. Lebedev, et al.
Udgivet: (2022-05-01)

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

The Effects of War Risk on U.S. Financial Markets
af: Rigobon, Roberto, et al.
Udgivet: (2003)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
af: Oliga Pakova, et al.
Udgivet: (2022-05-01)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
af: Olga Pakova, et al.
Udgivet: (2022-03-01)

The Relationship between Sentiment and Risk in Financial Markets
af: Ana Luiza Paraboni, et al.
Udgivet: (2018-03-01)

DIGITAL TRANSFORMATION OF THE FINANCIAL MARKET: RISKS AND OPPORTUNITIES
af: Elizaveta S. Bulyga, et al.
Udgivet: (2022-06-01)

Globalization Effects on Contagion Risks in Financial Markets
af: Paskaleva Mariya, et al.
Udgivet: (2021-01-01)

System Dynamics Modeling to Forecast Economic and Financial Market Indicators Using Interrelationship of Shocks Among Global Financial Markets
af: Ali Asghar Anvary Rostamy, et al.
Udgivet: (2023-04-01)

Developing China’s Electricity Financial Market: Strategic Design of Financial Derivatives for Risk Management and Market Stability
af: Hao Feng, et al.
Udgivet: (2024-11-01)

Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran
af: Saeed Mohammadiaghdam, et al.
Udgivet: (2017-09-01)

Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
af: Zhanfeng Li, et al.
Udgivet: (2021-01-01)

The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets /
af: Gregoriou, Greg N., 1956-, et al.
Udgivet: (2010)

Financial market failures and systemic crises
af: Feijer, Diego (Diego Francisco Feijer Rovira)
Udgivet: (2016)

THE ROLE OF THE FINANCIAL SYSTEM IN MARKET ECONOMY
af: CĂRUNTU GENU ALEXANDRU, et al.
Udgivet: (2015-12-01)

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

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

Trust in Financial Markets
af: Mayer, C
Udgivet: (2008)

Trust in Financial Markets.
af: Mayer, C
Udgivet: (2008)

Modeling, discretization, and hyperchaos detection of conformable derivative approach to a financial system with market confidence and ethics risk
af: Baogui Xin, et al.
Udgivet: (2019-04-01)