| Author | : Christian Gourieroux |
| File Size | : 52,8 Mb |
| Publisher | : Wiley-ISTE |
| Language | : English |
| Release Date | : 08 July 2014 |
| ISBN | : 1848217005 |
| Pages | : 320 pages |
Download or read online Contagion Phenomena written by Christian Gourieroux,Serges Darolles, published by Wiley-ISTE which was released on 2014-07-08. Get Contagion Phenomena Books now! Available in PDF, ePub and Kindle.
Get BookMuch research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) or due to certain types of transmission of shocks between
Get BookThis textbook investigates the linkages between energy-commodities markets, financial markets and the economy and incorporates different aspects of the energy market, organizing the relevant material in two distinct parts. Part one includes studies that relate to the impact of developments in the various energy-commodities markets (e.g., oil, gas) both
Get BookThe 2007 subprime crisis in the U.S. triggered a succession of financial crises around the globe, reigniting interest in the contagion phenomenon. Not all crises, however, are contagious. This paper models a new channel of contagion where the degree of anticipation of crises, through its impact on investor uncertainty, determines
Get BookIn recent years, there has been a swell of investment opportunities in contemporary asset classes that have gained considerable attention, including cryptocurrencies, hedge funds, and private equity. These alternative investments provide the opportunity to enhance the diversification of financial portfolios and harvest risk premiums that traditional assets like stocks and
Get Book“Propagation, which looks at spreading in complex networks, can be seen from many viewpoints; it is undesirable, or desirable, controllable, the mechanisms generating that propagation can be the topic of interest, but in the end all depends on the setting. This book covers leading research on a wide spectrum of
Get BookThis paper proposes a model of contagious currency crises: crises transmit across countries by raising the risk premium on government bonds. Three types of equilibria can occur: a “no-collapse” equilibrium (crises never transmit from abroad); a “collapse” equilibrium (crises are inevitably contagious); or a “fundamentals” equilibrium (crises are contagious if
Get BookThis Research Topic is Volume 2 in the Research Topic series 'Economic and Financial Issues in the Post-COVID-19 World: Implications and Role of Public Health'. Both developed and developing economies have experienced significant risks and uncertainties due to the COVID-19 pandemic. There are still risks and uncertainty shocks of the COVID-19
Get Book