crisis. The increased cross-market integration has important practical implications for risk management of global equity …

worth, the evaporation of liquidity and rising risk premia are the key channels through which geopolitical uncertainty …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a … market anomalies and historical crashes. It is intended to serve as a comprehensive introduction to asset and risk management …

changes in the global risk landscape that followed. However, there is scarcity of rigorous studies using empirical data and … analyses of statistically significant changes in global financial risks and sharp increases in conditional Value-at-Risk after … Kong. These 6 equity portfolios represent the largest equity markets in the world and their co-movements led by the U …