Financial contagion

Results: 341



#Item
131Economics / Arbitrage / Limits to arbitrage / Futures contract / Liquidity crisis / Market liquidity / Valuation / Financial risk / Leverage cycle / Financial economics / Financial markets / Finance

Financially Constrained Arbitrage and Cross-Market Contagion ∗ Denis Gromb Dimitri Vayanos

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Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 07:59:53
132Management / Financial markets / Financial risk / Crowd psychology / Financial contagion / Systemic risk / Segmentation / Corporate finance / Risk / Economics / Financial crises / Financial economics

Risk-sharing and contagion in networks∗ Antonio Cabrales University College London Piero Gottardi European University Institute

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Source URL: federation.ens.fr

Language: English - Date: 2014-01-20 04:09:23
133Econometrics / Statistical dependence / Regression analysis / Financial contagion / Correlation and dependence / Pearson product-moment correlation coefficient / Linear regression / Correlation / Time series / Statistics / Covariance and correlation / Parametric statistics

The Panic of 2008 Models of Dependence Contagion and Confusion Data and Analysis Conclusions & References

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:40:58
134Mathematical finance / Actuarial science / Copula / Statistical dependence / Derivative / Financial Correlations / Hull–White model / Statistics / Mathematical analysis / Mathematics

A factor contagion model for portfolio credit derivatives with interacting recovery rate

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 08:50:08
135Investment / Volatility / High-yield debt / Bond market / Yield spread / Volatility smile / Tobin tax / Financial economics / Finance / Mathematical finance

Why geopolitics barely trouble investors (As published in the Financial Times on July 21, 2014) By Russ Koesterich Central bank policies have banished concerns about possible ‘contagion’ It’s quiet, too quiet. Unti

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Source URL: www.blackrock.com

Language: English - Date: 2014-07-22 17:58:23
136Mathematical finance / Finance / Investment / Financial risk / Financial markets / Risk premium / Incomplete markets / Risk / Contagion / Actuarial science / Financial economics / Economics

Optimal Portfolio Choice with Contagion Risk and Restricted Information

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:28:43
137Outsourcing / Financial crises / International economics / Offshore finance / Offshoring / Financial crisis / Globalization / Late-2000s financial crisis / Financial contagion / Economics / Economic history / Economic bubbles

Public Disclosure Authorized Public Disclosure Authorized Public Disclosure Authorized Public Disclosure Authorized WPS6105

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Source URL: www-wds.worldbank.org

Language: English - Date: 2012-06-25 10:40:08
138Financial crises / Finance / Financial markets / Systemic risk / Stock market / Futures contract / Financial contagion / Financial economics / Financial risk / Economics

New index identifies periods when global stock markets might decline

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Source URL: phys.org

Language: English - Date: 2015-02-25 23:26:03
139National accounts / International trade / Macroeconomics / BRIC / Balance of payments / Capital control / Financial contagion / World economy / International Monetary Fund / Economics / International economics / Financial crises

REPORT tepav The Economic Policy Research Foundation of Turkey

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Source URL: www.tepav.org.tr

Language: English - Date: 2015-01-29 07:23:17
140Money / Economic bubbles / Stock market crashes / Systemic risk / Financial risk / Late-2000s financial crisis / Financial crisis / Shadow banking system / Too big to fail / Economics / Macroeconomics / Financial crises

Trade-Off Financial System Supply-Chain Cross-Contagion: a study in global systemic collapse. David Korowicz 30th June (revised , 2012)

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Source URL: www.feasta.org

Language: English - Date: 2012-10-25 09:15:28
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