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Financial contagion : the viral threat to the wealth of nations /
"The latest insights on financial contagion and how both nations and investors can effectively deal with it The domino-style structure in which the financial system exists is a perilous one. Although historically, the financial system has been able to deal with major shocks, the fact remains th...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
2011.
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| Colección: | Robert W. Kolb series in finance.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- FINANCIALCONTAGION; Contents; Introduction; Acknowledgments; PART ONE Contagion: Theory and Identification; 1 What Is Financial Contagion?; 2 Correlation Analysis of Financial Contagion; 3 Uncertainty and Contagion; 4 Contagion Dating through Market Interdependence Analysis and Correlation Stability; 5 Contagion or Interdependence: Does the Speed of the Transmission of Shocks Matter?; 6 Modeling International Financial Markets Contagion: Using Copula and Risk Appetite; 7 The Origins and Resolution of Financial Crises: A Policy Dilemma.