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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia:	Aymanns, C
Beste egile batzuk:	Farmer, J
Formatua:	Thesis
Argitaratua:	2015

Antzeko izenburuak

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Argitaratua: (2018)

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Argitaratua: (2023-01-01)

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Argitaratua: (2022-02-01)

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk
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Research on the Application and Optimization of Mathematical Models in Financial Market Risk Management
nork: Pan Yuyang
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THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
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The Relationship between Sentiment and Risk in Financial Markets
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Globalization Effects on Contagion Risks in Financial Markets
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System Dynamics Modeling to Forecast Economic and Financial Market Indicators Using Interrelationship of Shocks Among Global Financial Markets
nork: Ali Asghar Anvary Rostamy, et al.
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Developing China’s Electricity Financial Market: Strategic Design of Financial Derivatives for Risk Management and Market Stability
nork: Hao Feng, et al.
Argitaratua: (2024-11-01)

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

Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
nork: Zhanfeng Li, et al.
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nork: Feijer, Diego (Diego Francisco Feijer Rovira)
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THE ROLE OF THE FINANCIAL SYSTEM IN MARKET ECONOMY
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Models of Corporate Financial Management in the Context of Globalization of Financial Markets
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Modeling, discretization, and hyperchaos detection of conformable derivative approach to a financial system with market confidence and ethics risk
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China's financial markets: the risks and opportunities of stranded assets
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Argitaratua: (2014)