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Contagion phenomena with applications in finance /
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...
| Clasificación: | Libro Electrónico |
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| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London, UK : Kidlington, Oxford, UK :
ISTE, Ltd. ; Elsevier,
2015.
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| Colección: | Quantitative finance set.
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| Temas: | |
| Acceso en línea: | Texto completo |