Search Results - subject:"” systemic risk"

Macroprudential regulation and supervision: from the identification of systemic risks to policy measures

Liebeg, David; Posch, Michaela - In: Finanzmarktstabilitätsbericht 21 (2011), pp. 67-83

Persistent link: https://www.econbiz.de/10009231455

Użyteczno´s´c stosowania modelu Famy i Frencha w okresach hossy i bessy na rynku akcji GPW w Warszawie

Czapkiewicz, Anna; Skalna, Iwona - In: Bank i kredyt 42 (2011) 3, pp. 61-80

Persistent link: https://www.econbiz.de/10009231585

Beta risk estimation of companies listed on the Ghana stock exchange

Asamoah, Gordon Newlove; Quartey-Papafio, Anthony - In: Journal of risk finance : the convergence of financial … 12 (2011) 3, pp. 195-207

Persistent link: https://www.econbiz.de/10009231654

Approximate derivative pricing for large classes of homogeneous assets with systematic risk

Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 237-280

Persistent link: https://www.econbiz.de/10009125127

Risk spillovers and hedging : why do firms invest too much in systemic risk?

Willems, Bert; Morbee, Joris - 2011

Persistent link: https://www.econbiz.de/10009126512

The quantification of systemic risk and stability : new methods and measures

Duffey, Romney B. - 2011

collapses.In this essay, we unify the concepts for predicting financial systemic risk with the general theory for outcomes … governance.Published: The Quantification of Systemic Risk and Stability: New Methods and Measures, Romney B. Duffey, in … Quantifying Systemic Risk (2010), University of Chicago Press"--National Bureau of Economic Research web site …

Persistent link: https://www.econbiz.de/10009129786

Die richtigen Lehren aus der Finanzmarktkrise ziehen

Bergner, Matthias; Schackmann-Fallis, Karl-Peter; … - In: Zukunftsfähige Wirtschaftspolitik für Deutschland und …, (pp. 247-270). 2011

Persistent link: https://www.econbiz.de/10009153792

Systemic risk in the financial sphere : theoretical study and approaches to its estimation

Govtvanʹ, Oleg D.; Mansurov, Andrej K. - In: Studies on Russian economic development : the official … 22 (2011) 2, pp. 122-129

Persistent link: https://www.econbiz.de/10009154067

Contagion effects in consumer lending : are community bank portfolios at risk?

Payne, Thomas H.; Redman, Arnold L. - In: Journal of business and economic perspectives 37 (2011) 1, pp. 87-96

Persistent link: https://www.econbiz.de/10009314141

The effect of the interbank network structure on contagion and common shocks

Georg, Co-Pierre - 2011

more stable than random networks. Systemic risk via contagion is compared to common shocks and it is shown that both forms … of systemic risk require different optimal policy responses. -- Systemic risk ; contagion ; common shocks ; multi …

Persistent link: https://www.econbiz.de/10009354690