Risk topography : systemic risk and macro modeling /
The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor and assess systemic risk have stimulated new analyses of how we measure economic activity and the development of more sophisticated models in which the financial sector plays a greater role....
Clasificación: | Libro Electrónico |
---|---|
Otros Autores: | Brunnermeier, Markus Konrad (Editor ), Krishnamurthy, Arvind (Editor ) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Chicago :
University of Chicago Press,
2014.
|
Colección: | NBER conference report.
|
Temas: | |
Acceso en línea: | Texto completo |
Ejemplares similares
-
Systemic risk tomography : signals, measurement and transmission channels /
Publicado: (2017) -
Special issue on Statistical Modelling in Finance Conference 2006 (Temple University) /
Publicado: (2006) -
An introduction to value-at-risk /
por: Choudhry, Moorad
Publicado: (2013) -
Bank Solvency and Funding Cost : New data and new results /
por: Schmitz, Stefan W., et al.
Publicado: (2017) -
A new risk indicator and stress testing tool : a multifactor Nth-to-Default CDS basket /
por: Avesani, Renzo G., et al.
Publicado: (2006)