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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Aymanns, C
अन्य लेखक:	Farmer, J
स्वरूप:	थीसिस
प्रकाशित:	2015

समान संसाधन

Models of financial stability and their application in stress tests
द्वारा: Aymanns, C, और अन्य
प्रकाशित: (2018)

Systemic risk and financial market structure
द्वारा: Noe, T, और अन्य
प्रकाशित: (2001)

Modeling Risk Convergence for European Financial Markets
द्वारा: Radu LUPU, और अन्य
प्रकाशित: (2014-09-01)

Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
द्वारा: Sun Meng, और अन्य
प्रकाशित: (2023-03-01)

Reforming risk in financial markets /
द्वारा: Turley, Melvin R.
प्रकाशित: (c200)

FINANCIAL RISK COVERAGE IN THE CONTEXT OF GLOBALIZATION FINANCIAL MARKETS
द्वारा: María Esperanza González-del Foyo, और अन्य
प्रकाशित: (2016-01-01)

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

A moving-window bayesian network model for assessing systemic risk in financial markets.
द्वारा: Lupe S H Chan, और अन्य
प्रकाशित: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets
द्वारा: Mike K. P. So, और अन्य
प्रकाशित: (2023-01-01)

Standardized local assortativity in networks and systemic risk in financial markets.
द्वारा: Mike K P So, और अन्य
प्रकाशित: (2023-01-01)

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

An evolving network model of credit risk contagion in the financial market
द्वारा: Tingqiang Chen, और अन्य
प्रकाशित: (2017-01-01)

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

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

Contagion effects on financial markets risk
द्वारा: Anca Ionășcuți, और अन्य
प्रकाशित: (2022-05-01)

The dynamics of the leverage cycle
द्वारा: Aymanns, C, और अन्य
प्रकाशित: (2014)

Assessing systemic risk in financial markets using dynamic topic networks
द्वारा: Mike K. P. So, और अन्य
प्रकाशित: (2022-02-01)

Institutional Investor Information Sharing, Stock Market Extreme Risk, and Financial Systemic Risk
द्वारा: Xiao-Li Gong, और अन्य
प्रकाशित: (2020-01-01)

Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
द्वारा: A. M. Karminsky, और अन्य
प्रकाशित: (2015-08-01)

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

Methods and Models of Market Risk Stress-Testing of the Portfolio of Financial Instruments
द्वारा: Alexander M. Karminsky, और अन्य
प्रकाशित: (2015-01-01)

Predict the financial markets crises (forecasting models and their applicability in the Arab Financial Markets)
द्वारा: Saiah, Abdalla Ab Sinusi, और अन्य
प्रकाशित: (2011)

Financial markets, technological innovations and financial stability: risks and problems of regulation
द्वारा: S. A. Andryushin, और अन्य
प्रकाशित: (2019-09-01)

MODELS OF FINANCIAL MARKET FUNCTIONING
द्वारा: Viktor I. Lebedev, और अन्य
प्रकाशित: (2022-05-01)

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

The Effects of War Risk on U.S. Financial Markets
द्वारा: Rigobon, Roberto, और अन्य
प्रकाशित: (2003)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
द्वारा: Oliga Pakova, और अन्य
प्रकाशित: (2022-05-01)

THE RISKS ON THE RUSSIAN FINANCIAL MARKET IN THE CONDITIONS OF GLOBALIZATION
द्वारा: Olga Pakova, और अन्य
प्रकाशित: (2022-03-01)

The Relationship between Sentiment and Risk in Financial Markets
द्वारा: Ana Luiza Paraboni, और अन्य
प्रकाशित: (2018-03-01)

DIGITAL TRANSFORMATION OF THE FINANCIAL MARKET: RISKS AND OPPORTUNITIES
द्वारा: Elizaveta S. Bulyga, और अन्य
प्रकाशित: (2022-06-01)

Globalization Effects on Contagion Risks in Financial Markets
द्वारा: Paskaleva Mariya, और अन्य
प्रकाशित: (2021-01-01)

System Dynamics Modeling to Forecast Economic and Financial Market Indicators Using Interrelationship of Shocks Among Global Financial Markets
द्वारा: Ali Asghar Anvary Rostamy, और अन्य
प्रकाशित: (2023-04-01)

Developing China’s Electricity Financial Market: Strategic Design of Financial Derivatives for Risk Management and Market Stability
द्वारा: Hao Feng, और अन्य
प्रकाशित: (2024-11-01)

Assessment of the Systemic Risk Originated from the Currency Shocks in the Financial Markets of Iran
द्वारा: Saeed Mohammadiaghdam, और अन्य
प्रकाशित: (2017-09-01)

Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
द्वारा: Zhanfeng Li, और अन्य
प्रकाशित: (2021-01-01)

The risk modeling evaluation handbook : rethinking financial risk management methodologies in the global capital markets /
द्वारा: Gregoriou, Greg N., 1956-, और अन्य
प्रकाशित: (2010)

Financial market failures and systemic crises
द्वारा: Feijer, Diego (Diego Francisco Feijer Rovira)
प्रकाशित: (2016)

THE ROLE OF THE FINANCIAL SYSTEM IN MARKET ECONOMY
द्वारा: CĂRUNTU GENU ALEXANDRU, और अन्य
प्रकाशित: (2015-12-01)

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

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