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Network connectivity, systematic and systemic risk
Panzica, Roberto Calogero - 2018
Persistent link: https://www.econbiz.de/10011875892
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Indeterminacy of competitive equilibrium with risk of default
Bloise, Gaetano; Reichlin, Pietro; Tirelli, Mario - 2009
Persistent link: https://www.econbiz.de/10003902913
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Chasing noise
Mendel, Brock; Shleifer, Andrei - 2010
"We present a simple model in which rational but uninformed traders occasionally chase noise as if it were information, thereby amplifying sentiment shocks and moving prices away from fundamental values. We fill a theoretical gap in the literature by showing conditions under which noise traders...
Persistent link: https://www.econbiz.de/10003975948
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Mapping systemic risk in the international banking network
Garratt, Rod; Mahadeva, Lavan; Svirydzenka, Katsiaryna - 2011
Systemic risk among the network of international banking groups arises when financial stress threatens to criss … resulting modular structure reflects the flow of financial stress through the network, combining nodes that are most closely … related in terms of the transmission of stress. The modular structure of the international banking network has changed …
Persistent link: https://www.econbiz.de/10008860089
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Contagion in financial networks
Gai, Prasanna; Kapadia, Sujit - 2010
probability and potential impact of contagion is influenced by aggregate and idiosyncratic shocks, changes in network structure … future robustness. -- Contagion ; network models ; systemic risk ; liquidity risk ; financial crises …
Persistent link: https://www.econbiz.de/10003944765
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Mapping Systemic Risk in the International Banking Network
Garratt, Rodney; Mahadeva, Lavan; Svirydzenka, Katsiaryna - 2011
Systemic risk among the network of international banking groups arises when financial stress threatens to criss … resulting modular structure reflects the flow of financial stress through the network, combining nodes that are most closely … related in terms of the transmission of stress. The modular structure of the international banking network has changed …
Persistent link: https://www.econbiz.de/10014184744
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Performancemessung bei Wertpapier-Investmentfonds
Egner, Thomas - 1998
Persistent link: https://www.econbiz.de/10000658765
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Arbitrage pricing theory und empirische Bestimmung von fundamentalen und makroökonomischen Risikofaktoren an Kapitalmärkten
Hamerle, Alfred - 1996
Persistent link: https://www.econbiz.de/10000959332
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Incomplete diversification and asset pricing
Elliott, Robert Frank (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10003780988
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Modele klasy GARCH w empirycznych badaniach finansowych
Fiszeder, Piotr - 2009
Persistent link: https://www.econbiz.de/10003862660