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Essays on systemic risk and stock market contagion
Wewel, Claudio Nicolai - 2014
This thesis consists out of three essays on systemic risk in the banking system and stock market contagion. The first … contagion dominated in the US and European banking systems at the onset of the Subprime Crisis. The second essay (Döring … international stock market contagion investigating pre-and post-event cross-market correlation on national and international stock …
Persistent link: https://www.econbiz.de/10010336326
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The SSM at 1
Laeven, Luc; Draghi, Mario; Dombret, Andreas R.; … - SUERF - The European Money and Finance Forum; Deutsche …; … - 2016
On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...
Persistent link: https://www.econbiz.de/10011557140
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Four Essays on Robustification of Portfolio Models
Schanbacher, Peter - 2013
Persistent link: https://www.econbiz.de/10010408120
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Essays in financial econometrics and spillover estimation
Hipp, Ruben - 2019
Persistent link: https://www.econbiz.de/10012104831
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Systemic risk and contagion beyond the banking sector : empirical studies on insurers and real sector firms
Klein, Christian Uwe - 2019
Persistent link: https://www.econbiz.de/10012173733
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The ESRB at 1
Gerlach, Stefan (ed.); Gnan, Ernest (ed.); Ulbrich, Jens (ed.) - Conference on ESRB at 1 <1, 2011, Berlin>; SUERF - The …; … - 2012
SUERF – The European Money and Finance Forum, the Deutsche Bundesbank and the Institute for Monetary and Financial Stability (IMFS) took the opportunity of the first anniversary of this new institution to organise a joint conference in Berlin on 8-9 November 2011. The purpose of this event was...
Persistent link: https://www.econbiz.de/10011711529
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Banking after regulatory reforms - business as usual? : a joint publication with the Bank of Finland
Jokivuolle, Esa (ed., introduction);  … - SUERF/Bank of Finland Conference Banking after …; … - 2014
The 5th joint SUERF/Bank of Finland joint conference was held in Helsinki on 13 June 2013. The general theme of the conference was to focus on the regulatory reforms after the global financial crisis and, in particular, how structural reforms of banking ("Volcker, Vickers and Liikanen") could...
Persistent link: https://www.econbiz.de/10011711934
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Measuring systemic risk in the Colombian financial system : a systemic contingent claims approach
Capera Romero, Laura (contributor);  … - In: Journal of risk management in financial institutions 6 (2012/13) 3, pp. 253-279
Persistent link: https://www.econbiz.de/10010197075
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Essays on real estate and financial crisis : from the US housing market downturn to the global financial crisis
Witt, Christian - 2015
possibly been intact today. No financial contagion would have been released. But unfortunately, all of these events did occur …
Persistent link: https://www.econbiz.de/10011346892
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The interaction of political, fiscal and financial stability : lessons from the crisis
Gnan, Ernest (ed., introduction) - SUERF - The European Money and Finance Forum; … - 2013
aggravating financial instability. In the EU and more specifically the Euro Area, multiple channels of spillovers and contagion …
Persistent link: https://www.econbiz.de/10011711578