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...

Bibliografiset tiedot
Päätekijä:	Aymanns, C
Muut tekijät:	Farmer, J
Aineistotyyppi:	Opinnäyte
Julkaistu:	2015

Samankaltaisia teoksia

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

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

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

Reforming risk in financial markets /
Tekijä: Turley, Melvin R.
Julkaistu: (c200)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Financial market failures and systemic crises
Tekijä: Feijer, Diego (Diego Francisco Feijer Rovira)
Julkaistu: (2016)

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

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

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

Trust in Financial Markets
Tekijä: Mayer, C
Julkaistu: (2008)

Trust in Financial Markets.
Tekijä: Mayer, C
Julkaistu: (2008)

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