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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Bibliografische gegevens
Hoofdauteur:	Aymanns, C
Andere auteurs:	Farmer, J
Formaat:	Thesis
Gepubliceerd in:	2015

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Research on Systemic Financial Risk Measurement Based on HMM and Text Mining: A Case of China Financial Market
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