東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Systemic risk tomography = signals, ...

Pelizzon, Loriana,

Linked to FindBook

Google Book

Amazon

博客來

Systemic risk tomography = signals, measurement and transmission channels /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Systemic risk tomography/ edited by Monica Billio, Loriana Pelizzon, Roberto Savona.
Reminder of title:	signals, measurement and transmission channels /
other author:	Pelizzon, Loriana,
Published:	Oxford :Elsevier Ltd. : : 2017.,
Description:	1 online resource (xxi, 278 p.)
[NT 15003449]:	Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement.
Subject:	Financial risk - Mathematical models. -
Online resource:	https://www.sciencedirect.com/science/book/9781785480850
ISBN:	9780081011768 (electronic bk.)

Systemic risk tomography = signals, measurement and transmission channels /
Systemic risk tomographysignals, measurement and transmission channels /[electronic resource] :edited by Monica Billio, Loriana Pelizzon, Roberto Savona. - Oxford :Elsevier Ltd. :2017. - 1 online resource (xxi, 278 p.)

Includes bibliographical references and index.

Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement.

ISBN: 9780081011768 (electronic bk.)

Nat. Bib. No.: GBB6J5197bnbSubjects--Topical Terms:

2089997
Financial risk
--Mathematical models.Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG106 / .S97 2017

Dewey Class. No.: 338.5

Systemic risk tomography = signals, measurement and transmission channels /
LDR:01583cmm a2200229 a 4500 001 2308300
006 m o d
007 cr |n|||||||||
008 230530s2017 enk ob 001 0 eng d
015 $a GBB6J5197 $2 bnb
020 $a 9780081011768 (electronic bk.)
020 $a 9781785480850
035 $a 020752677
040 $a StDuBDS $b eng $c StDuBDS $d Uk
041 0 $a eng
050 4 $a HG106 $b .S97 2017
082 0 4 $a 338.5 $2 23
245 0 0 $a Systemic risk tomography $h [electronic resource] : $b signals, measurement and transmission channels / $c edited by Monica Billio, Loriana Pelizzon, Roberto Savona.
260 $a Oxford : $b Elsevier Ltd. : $b ISTE Press - Elsevier, $c 2017.
300 $a 1 online resource (xxi, 278 p.)
504 $a Includes bibliographical references and index.
505 0 $a Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement.
650 0 $a Financial risk $x Mathematical models. $3 2089997
650 0 $a Financial risk management. $3 781346
650 0 $a Macroeconomics $x Econometric models. $3 674488
655 4 $a Electronic books. $2 lcsh $3 542853
700 1 $a Pelizzon, Loriana, $e editor. $3 3614614
700 1 $a Savona, Roberto, $e editor. $3 3614615
700 1 $a Billio, Monica, $e editor. $3 3614613
856 4 0 $u https://www.sciencedirect.com/science/book/9781785480850