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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...
| Call Number: | Libro Electrónico |
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| Main Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
London, UK : Kidlington, Oxford, UK :
ISTE, Ltd. ; Elsevier,
2015.
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| Series: | Quantitative finance set.
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| Subjects: | |
| Online Access: | Texto completo |