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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| अन्य लेखक: | |
| स्वरूप: | थीसिस |
| प्रकाशित: |
2015
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