Financial contagion

Results: 341



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1

Systemic Risk, Contagion, and Financial Networks: a Survey Matteo Chinazzi∗ Giorgio Fagiolo†

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Source URL: www.lem.sssup.it

Language: English - Date: 2015-06-08 07:14:29
    2

    THE SUBPRIME CREDIT CRISIS AND CONTAGION IN FINANCIAL MARKETS Francis A. Longstaff∗ Abstract. We conduct an empirical investigation into the pricing of subprime assetbacked CDOs and the resulting contagion effects o

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    Source URL: www.anderson.ucla.edu

    - Date: 2016-10-30 17:33:51
      3Finance / Kohlberg Kravis Roberts / Leverage / Money / Economy

      Overlapping Portfolios and Financial Contagion Fabio Caccioli (Santa Fe Institute, University of Oxford) with Doyne Farmer (University of Oxford) Munik Shrestha (UNM)

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      Source URL: convegni.dises.univpm.it

      Language: English - Date: 2013-07-30 06:05:13
      4Economy / Money / Systemic risk / Economic bubbles / Financial crises / World economy / Great Recession / Financial crisis / Global financial system / International lender of last resort / Financial contagion

      CENTER FOR FINANCIAL STABILITY Bold  Innovative

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      Source URL: www.centerforfinancialstability.org

      Language: English - Date: 2016-03-28 10:53:16
      5Economy / Money / Finance / Systemic risk / Financial markets / Market liquidity / Bank / Economic bubbles / Financial crises / Panic / Liquidity crisis

      Financial Networks & Contagion during the Panic of 1873 Daniel Ladley Department of Economics University of Leicester

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      Source URL: www.risk.jbs.cam.ac.uk

      Language: English - Date: 2014-10-03 06:06:01
      6Economy / Money / Finance / Financial risk / Financial crises / Economy of the European Union / Eurozone / Systemic risk / Credit risk / Contagion / Risk / Euro

      Sovereign Credit Risk Co-movements in the Eurozone: Simple Interdependence or Contagion? Manuel Buchholz 1 University 2 European

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      Source URL: convegni.dises.univpm.it

      Language: English - Date: 2013-07-30 06:05:15
      7Financial crises / Financial markets / Financial risk / Systemic risk / Financial contagion / Systemic / Risk

      Introduction Model Systemic risk

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      Source URL: www.risk.jbs.cam.ac.uk

      Language: English - Date: 2014-10-03 06:06:07
      8Epidemiology / Actuarial science / Global health / Financial crises / Pandemic / Systemic risk / Contagion / Influenza / Infection / Risk

      Emerging Risk Report – 2016 SOCIETY & SECURITY Political violence contagion

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      Source URL: www.lloyds.com

      Language: English
      9Financial risk / Actuarial science / Mathematical finance / Independence / Financial crises / Expected shortfall / Risk measure / Systemic risk / Financial contagion / Quantile function / Quantile / Copula

      Conditional Systemic Risk with Penalized Copula 31st July 2015 Ostap Okhrin⇤ Alexander Ristig†

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      Source URL: www.cb.cityu.edu.hk

      Language: English - Date: 2016-07-08 02:26:53
      10Mathematical finance / Technical analysis / Options / Financial markets / Crowd psychology / Financial contagion / VIX / Volatility / Asset classes / Flight-to-quality / Stochastic volatility / Futures contract

      C:/Users/d.erdemlioglu/Dropbox/excitation and flights/excitation/JFQTHKFM_JEX_rv.dvi

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      Source URL: www.cb.cityu.edu.hk

      Language: English - Date: 2016-08-09 02:41:45
      UPDATE