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Language: en
Pages: 285
Pages: 285
Type: BOOK - Published: 2015 - Publisher: Oxford University Press, USA
In Financial and Macroeconomic Connectedness, Francis Diebold and Kamil Yilmaz propose several connectedness measures for financial and macroeconomic networks b
Language: en
Pages: 44
Pages: 44
Type: BOOK - Published: 2013-12-24 - Publisher: International Monetary Fund
The global financial crisis has reignited interest in models of crisis prediction. It has also raised the question whether financial connectedness - a possible
Language: en
Pages: 439
Pages: 439
Type: BOOK - Published: 2022-11-01 - Publisher: MIT Press
An argument that contagion is the most significant risk facing the financial system and that Dodd¬Frank has reduced the government's ability to respond effecti
Language: en
Pages: 220
Pages: 220
Type: BOOK - Published: 2019 - Publisher:
In an increasingly globalized and interconnected marketplace, identifying how integrated economic systems are has important implications for asset portfolio all
Language: en
Pages: 285
Pages: 285
Type: BOOK - Published: 2015-02-03 - Publisher: Oxford University Press
Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest i