Systemic risk tomography = signals, ...
Pelizzon, Loriana,

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  • Systemic risk tomography = signals, measurement and transmission channels /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Systemic risk tomography/ edited by Monica Billio, Loriana Pelizzon, Roberto Savona.
    其他題名: signals, measurement and transmission channels /
    其他作者: Pelizzon, Loriana,
    出版者: Oxford :Elsevier Ltd. : : 2017.,
    面頁冊數: 1 online resource (xxi, 278 p.)
    內容註: 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.
    標題: Financial risk - Mathematical models. -
    電子資源: https://www.sciencedirect.com/science/book/9781785480850
    ISBN: 9780081011768 (electronic bk.)
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W9448365 電子資源 11.線上閱覽_V 電子書 EB HG106 .S97 2017 一般使用(Normal) 在架 0
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