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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Aymanns, C
Άλλοι συγγραφείς:	Farmer, J
Μορφή:	Thesis
Έκδοση:	2015

Παρόμοια τεκμήρια

Models of financial stability and their application in stress tests
ανά: Aymanns, C, κ.ά.
Έκδοση: (2018)

Systemic risk and financial market structure
ανά: Noe, T, κ.ά.
Έκδοση: (2001)

Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
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Έκδοση: (2023-03-01)

Reforming risk in financial markets /
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Έκδοση: (c200)

FINANCIAL RISK COVERAGE IN THE CONTEXT OF GLOBALIZATION FINANCIAL MARKETS
ανά: María Esperanza González-del Foyo, κ.ά.
Έκδοση: (2016-01-01)

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

A moving-window bayesian network model for assessing systemic risk in financial markets.
ανά: Lupe S H Chan, κ.ά.
Έκδοση: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets
ανά: Mike K. P. So, κ.ά.
Έκδοση: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets.
ανά: Mike K P So, κ.ά.
Έκδοση: (2023-01-01)

The dynamics of the leverage cycle
ανά: Aymanns, C, κ.ά.
Έκδοση: (2014)

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

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

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

Contagion effects on financial markets risk
ανά: Anca Ionășcuți, κ.ά.
Έκδοση: (2022-05-01)

Assessing systemic risk in financial markets using dynamic topic networks
ανά: Mike K. P. So, κ.ά.
Έκδοση: (2022-02-01)

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk
ανά: Xiao-Li Gong, κ.ά.
Έκδοση: (2020-01-01)

Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
ανά: A. M. Karminsky, κ.ά.
Έκδοση: (2015-08-01)

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

Financial markets, technological innovations and financial stability: risks and problems of regulation
ανά: S. A. Andryushin, κ.ά.
Έκδοση: (2019-09-01)

Predict the financial markets crises (forecasting models and their applicability in the Arab Financial Markets)
ανά: Saiah, Abdalla Ab Sinusi, κ.ά.
Έκδοση: (2011)

MODELS OF FINANCIAL MARKET FUNCTIONING
ανά: Viktor I. Lebedev, κ.ά.
Έκδοση: (2022-05-01)

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

The Effects of War Risk on U.S. Financial Markets
ανά: Rigobon, Roberto, κ.ά.
Έκδοση: (2003)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
ανά: Oliga Pakova, κ.ά.
Έκδοση: (2022-05-01)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
ανά: Olga Pakova, κ.ά.
Έκδοση: (2022-03-01)

The Relationship between Sentiment and Risk in Financial Markets
ανά: Ana Luiza Paraboni, κ.ά.
Έκδοση: (2018-03-01)

DIGITAL TRANSFORMATION OF THE FINANCIAL MARKET: RISKS AND OPPORTUNITIES
ανά: Elizaveta S. Bulyga, κ.ά.
Έκδοση: (2022-06-01)

Developing China’s Electricity Financial Market: Strategic Design of Financial Derivatives for Risk Management and Market Stability
ανά: Hao Feng, κ.ά.
Έκδοση: (2024-11-01)

System Dynamics Modeling to Forecast Economic and Financial Market Indicators Using Interrelationship of Shocks Among Global Financial Markets
ανά: Ali Asghar Anvary Rostamy, κ.ά.
Έκδοση: (2023-04-01)

Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran
ανά: Saeed Mohammadiaghdam, κ.ά.
Έκδοση: (2017-09-01)

Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
ανά: Zhanfeng Li, κ.ά.
Έκδοση: (2021-01-01)

The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets /
ανά: Gregoriou, Greg N., 1956-, κ.ά.
Έκδοση: (2010)

Financial market failures and systemic crises
ανά: Feijer, Diego (Diego Francisco Feijer Rovira)
Έκδοση: (2016)

THE ROLE OF THE FINANCIAL SYSTEM IN MARKET ECONOMY
ανά: CĂRUNTU GENU ALEXANDRU, κ.ά.
Έκδοση: (2015-12-01)

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

Trust in Financial Markets
ανά: Mayer, C
Έκδοση: (2008)

Trust in Financial Markets.
ανά: Mayer, C
Έκδοση: (2008)

China's financial markets: the risks and opportunities of stranded assets
ανά: Caldecott, B, κ.ά.
Έκδοση: (2014)

Modern financial markets : prices, yields, and risk analysis /
ανά: 407528 Blackwell, David W., κ.ά.
Έκδοση: (2007)

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