Interconnectedness and systemic risk: hedge funds, banks, insurance companies
Year of publication: |
2014
|
---|---|
Authors: | Billio, Monica ; Pelizzon, Loriana |
Published in: |
BANCARIA. - Bancaria Editrice. - Vol. 6.2014, June
|
Publisher: |
Bancaria Editrice |
-
Systemic Risk Monitoring ('SysMo') Toolkit - A User Guide
Blancher, Nicolas, (2013)
-
The kiss of information theory that captures systemic risk
Addo, Peter Martey, (2014)
-
A profit model for spread trading with an application to energy futures
Kanamura, Takashi, (2011)
- More ...
-
Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
Billio, Monica, (2011)
-
Econometric Measures of Systemic Risk in the Finance and Insurance Sectors
Billio, Monica,
-
Portfolio Performance Measure and A New Generalized Utility-based N-moment Measure
Billio, Monica, (2013)
- More ...