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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Detalles Bibliográficos
Autor Principal: Aymanns, C
Outros autores: Farmer, J
Formato: Thesis
Publicado: 2015