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Default correlation dynamics with business cyle and credit quality changes
Kim, Mi Ae; Kim, Tong Suk - In: The journal of derivatives : the official publication … 13 (2005) 1, pp. 8-27
Persistent link: https://www.econbiz.de/10003159462
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Financial bubbles, real estate bubbles, derivative bubbles, and the financial and economic crisis
Sornette, Didier; Woodard, Ryan - 2009
The financial crisis of 2008, which started with an initially well-defined epicenter focused on mortgage backed securities (MBS), has been cascading into a global economic recession, whose increasing severity and uncertain duration has led and is continuing to lead to massive losses and damage...
Persistent link: https://www.econbiz.de/10003970395
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Banking firm and hedging over the business cycle
Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10003952132
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Financial bubbles, real estate bubbles, derivative bubbles, and the financial and economic crisis
Sornette, Didier; Woodard, Ryan - In: Econophysics approaches to large-scale business data …, (pp. 101-148). 2010
Persistent link: https://www.econbiz.de/10008701534
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Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi; Bernard, Lucas - In: Journal of economic behavior & organization : JEBO 81 (2012) 2, pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
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Margins and financial collateral for derivatives contracts : how to deal with procyclical implications in a financial crisis
Tambucci, Martina - In: Journal of securities operations & custody 6 (2014) 3, pp. 240-263
Persistent link: https://www.econbiz.de/10010345137
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It's not me, it's you : the functioning of Wall Street during the 2008 economic downturn
Stringham, Edward Peter - In: Public choice 161 (2014) 3/4, pp. 269-288
Persistent link: https://www.econbiz.de/10010480224
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Using financial markets information to identify oil supply shocks in a restricted VAR
Melolinna, Marko (contributor) - 2008
Persistent link: https://www.econbiz.de/10003655877
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A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David; Vasios, Michalis; Vause, Nicholas - 2016
Persistent link: https://www.econbiz.de/10011480672