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| First Page | Document Content | |
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 Date: 2005-07-21 11:18:36Statistical dependence Econometrics Summary statistics Financial contagion Quantile Likelihood function Conditional probability distribution Regression analysis Correlation and dependence Statistics Probability theory Estimation theory |
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Measuring comovements by regression quantiles | Systemic Risk, Contagion, and Financial Networks: a Survey Matteo Chinazzi∗ Giorgio Fagiolo†DocID: 1vi1v - View Document |
| THE SUBPRIME CREDIT CRISIS AND CONTAGION IN FINANCIAL MARKETS Francis A. Longstaff∗ Abstract. We conduct an empirical investigation into the pricing of subprime assetbacked CDOs and the resulting contagion effects oDocID: 1toVE - View Document |
| Overlapping Portfolios and Financial Contagion Fabio Caccioli (Santa Fe Institute, University of Oxford) with Doyne Farmer (University of Oxford) Munik Shrestha (UNM)DocID: 1qp3G - View Document |
| CENTER FOR FINANCIAL STABILITY Bold InnovativeDocID: 1qdF6 - View Document |
| Financial Networks & Contagion during the Panic of 1873 Daniel Ladley Department of Economics University of LeicesterDocID: 1pQhX - View Document |