Contagion Phenomena

Written By Christian Gourieroux
Contagion Phenomena
  • Publsiher : Wiley-ISTE
  • Release : 08 July 2014
  • ISBN : 9781848217003
  • Pages : 320 pages
  • Rating : /5 from reviews
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Download or read book entitled Contagion Phenomena by author: Christian Gourieroux which was release on 08 July 2014 and published by Wiley-ISTE with total page 320 pages . This book available in PDF, EPUB and Kindle Format.

Contagion Phenomena

Contagion Phenomena
  • Author : Christian Gourieroux,Serges Darolles
  • Publisher : Wiley-ISTE
  • Release Date : 2014-07-08
  • Total pages : 320
  • ISBN : 9781848217003
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Summary : Read online Contagion Phenomena written by Christian Gourieroux,Serges Darolles, published by Wiley-ISTE which was released on 2014-07-08. Download full Contagion Phenomena Books now! Available in PDF, ePub and Kindle....

Contagion Phenomena with Applications in Finance

Contagion Phenomena with Applications in Finance
  • Author : Serge Darolles,Christian Gourieroux
  • Publisher : Elsevier
  • Release Date : 2015-08-26
  • Total pages : 166
  • ISBN : 9781848217003
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Summary : Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between ...

Recent Advances and Applications in Alternative Investments

Recent Advances and Applications in Alternative Investments
  • Author : Zopounidis, Constantin,Kenourgios, Dimitris,Dotsis, George
  • Publisher : IGI Global
  • Release Date : 2020-02-07
  • Total pages : 385
  • ISBN : 9781848217003
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Summary : In recent years, there has been a swell of investment opportunities in contemporary asset classes that have gained considerable attention, including cryptocurrencies, hedge funds, and private equity. These alternative investments provide the opportunity to enhance the diversification of financial portfolios and harvest risk premiums that traditional assets like stocks and ...

Financial Contagion

Financial Contagion
  • Author : Robert W. Kolb
  • Publisher : John Wiley & Sons
  • Release Date : 2011-02-09
  • Total pages : 464
  • ISBN : 9781848217003
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Summary : "Financial Contagion: The Viral Threat to the Wealth of Nations covers a lot of territory. It is, of course, terribly important to analyze case histories to discover potential triggers, mechanisms of transmission, and viable ways to contain the damage of financial contagion. The problem is, as these articles amply demonstrate, ...

A Model of Contagious Currency Crises with Application to Argentina

A Model of Contagious Currency Crises with Application to Argentina
  • Author : Ms.Nada Choueiri
  • Publisher : International Monetary Fund
  • Release Date : 1999-03-01
  • Total pages : 26
  • ISBN : 9781848217003
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Summary : This paper proposes a model of contagious currency crises: crises transmit across countries by raising the risk premium on government bonds. Three types of equilibria can occur: a “no-collapse” equilibrium (crises never transmit from abroad); a “collapse” equilibrium (crises are inevitably contagious); or a “fundamentals” equilibrium (crises are contagious if ...

Economics Advances in Research and Application 2013 Edition

Economics   Advances in Research and Application  2013 Edition
  • Author : Anonim
  • Publisher : ScholarlyEditions
  • Release Date : 2013-06-21
  • Total pages : 884
  • ISBN : 9781848217003
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Summary : Economics—Advances in Research and Application: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Tariffs. The editors have built Economics—Advances in Research and Application: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Tariffs in this book to be ...

Propagation Phenomena in Real World Networks

Propagation Phenomena in Real World Networks
  • Author : Dariusz Król,Damien Fay,Bogdan Gabryś
  • Publisher : Springer
  • Release Date : 2015-03-19
  • Total pages : 364
  • ISBN : 9781848217003
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Summary : “Propagation, which looks at spreading in complex networks, can be seen from many viewpoints; it is undesirable, or desirable, controllable, the mechanisms generating that propagation can be the topic of interest, but in the end all depends on the setting. This book covers leading research on a wide spectrum of ...

Simulation in Computational Finance and Economics Tools and Emerging Applications

Simulation in Computational Finance and Economics  Tools and Emerging Applications
  • Author : Alexandrova-Kabadjova, Biliana
  • Publisher : IGI Global
  • Release Date : 2012-08-31
  • Total pages : 378
  • ISBN : 9781848217003
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Summary : Simulation has become a tool difficult to substitute in many scientific areas like manufacturing, medicine, telecommunications, games, etc. Finance is one of such areas where simulation is a commonly used tool; for example, we can find Monte Carlo simulation in many financial applications like market risk analysis, portfolio optimization, credit ...

Contagion in Financial Markets

Contagion in Financial Markets
  • Author : Friedrich L. Sell
  • Publisher : Edward Elgar Publishing
  • Release Date : 2001-01-01
  • Total pages : 225
  • ISBN : 9781848217003
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Summary : This book aims to integrate the notions of contagion in epidemiology and contagion in financial market crises to discover why emerging markets are so susceptible to financial crises. The author first provides a brief introduction of the contagious spill-over of recent financial market crises and models the pattern of these ...

The Oxford Handbook of Banking

The Oxford Handbook of Banking
  • Author : Allen N. Berger,Philip Molyneux,John O. S. Wilson
  • Publisher : Oxford University Press
  • Release Date : 2019-10-31
  • Total pages : 1328
  • ISBN : 9781848217003
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Summary : The Oxford Handbook of Banking, Third Edition provides an overview and analysis of developments and research in this rapidly evolving field. Aimed at graduate students of economics, banking, and finance; academics; practitioners; regulators; and policy makers, it strikes a balance between abstract theory, empirical analysis, and practitioner and policy-related material. ...

The Oxford Handbook of Computational Economics and Finance

The Oxford Handbook of Computational Economics and Finance
  • Author : Shu-Heng Chen,Mak Kaboudan,Ye-Rong Du
  • Publisher : Oxford University Press
  • Release Date : 2018-01-12
  • Total pages : 784
  • ISBN : 9781848217003
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Summary : The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of ...

Emerging Markets and Sovereign Risk

Emerging Markets and Sovereign Risk
  • Author : N. Finch
  • Publisher : Springer
  • Release Date : 2014-12-09
  • Total pages : 298
  • ISBN : 9781848217003
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Summary : Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the context of frontier and developing counties from international experts covering three key areas of emerging market investments, the rating sovereign risk and managing sovereign risk....

Handbook of Research Methods and Applications in Empirical Finance

Handbook of Research Methods and Applications in Empirical Finance
  • Author : Adrian R. Bell,Chris Brooks,Marcel Prokopczuk
  • Publisher : Edward Elgar Publishing
  • Release Date : 2013-01-01
  • Total pages : 504
  • ISBN : 9781848217003
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Summary : This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. ...

Transmission of Financial Crises and Contagion

Transmission of Financial Crises and Contagion
  • Author : Mardi Dungey,Renee A. Fry,Brenda Gonzalez-Hermosillo,Vance L. Martin
  • Publisher : Oxford University Press
  • Release Date : 2011-01-07
  • Total pages : 228
  • ISBN : 9781848217003
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Summary : Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission ...

Early Warning Systems for Financial Crises

Early Warning Systems for Financial Crises
  • Author : Asian Development Bank
  • Publisher : Springer
  • Release Date : 2005-02-15
  • Total pages : 151
  • ISBN : 9781848217003
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Summary : Since the 1997 Asian financial crisis, East Asia has implemented a number of initiatives designed to strengthen monetary and financial cooperation, bolstering the region's resilience to economic and financial vulnerabilities. One such initiative is the ASEAN+3 Information Exchange and Policy Dialogue, which includes development of early warning systems (EWS) for financial ...