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Contagion Phenomena With Applications In Finance

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Contagion Phenomena with Applications in Finance

Contagion Phenomena with Applications in Finance Book
Author : Serge Darolles,Christian Gourieroux
Publisher : Elsevier
Release : 2015-08-26
ISBN : 0081004788
Language : En, Es, Fr & De

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Book Description :

Much 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 markets (contagion)? Darolles and Gourieroux explain that an attempt to convey contagion and causality in a static framework can be flawed due to identification problems; they provide a more precise definition of the notion of shock to strengthen the solution within a dynamic framework. This book covers the standard practice for defining shocks in SVAR models, impulse response functions, identitification issues, static and dynamic models, leading to the challenges of measurement of systematic risk and contagion, with interpretations of hedge fund survival and market liquidity risks Features the standard practice of defining shocks to models to help you to define impulse response and dynamic consequences Shows that identification of shocks can be solved in a dynamic framework, even within a linear perspective Helps you to apply the models to portfolio management, risk monitoring, and the analysis of financial stability

Exam Prep for Contagion Phenomena With Applications in

Exam Prep for  Contagion Phenomena With Applications in     Book
Author : Anonim
Publisher : Unknown
Release : 2021-04-19
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Exam Prep for Contagion Phenomena With Applications in book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

A Model of Contagious Currency Crises with Application to Argentina

A Model of Contagious Currency Crises with Application to Argentina Book
Author : Ms.Nada Choueiri
Publisher : International Monetary Fund
Release : 1999-03-01
ISBN : 1451844786
Language : En, Es, Fr & De

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Book Description :

This 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 domestic fundamentals are weak). A calibration exercise finds that the 1995 turmoil in Argentina coexisted with a combination of risk-averse investors and weak credibility in the currency board arrangement. This turmoil could only be attributed to a Tequila effect from the Mexican crisis alone if investors were excessively risk-averse.

Recent Advances and Applications in Alternative Investments

Recent Advances and Applications in Alternative Investments Book
Author : Zopounidis, Constantin,Kenourgios, Dimitris,Dotsis, George
Publisher : IGI Global
Release : 2020-02-07
ISBN : 1799824381
Language : En, Es, Fr & De

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Book Description :

In 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 bonds fail to provide. The emergence of these new properties has created the need to further understand the mechanics, risks, and returns of alternative investments. Recent Advances and Applications in Alternative Investments is a pivotal reference source that provides vital research on the emergence and development of complementary asset classes in the field of finance and investment. While highlighting topics such as carbon emission markets, renewable energy, and digital currencies, this publication explores modern investment strategies as well as the latest products and new types of risk. This book is ideally designed for managers, strategists, accountants, financial professionals, economists, brokers, investors, business practitioners, policymakers, researchers, and academicians seeking current research on contemporary developments in investment strategies and alternative assets.

Financial Contagion

Financial Contagion Book
Author : Robert W. Kolb
Publisher : John Wiley & Sons
Release : 2011-02-09
ISBN : 1118016521
Language : En, Es, Fr & De

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Book Description :

"Financial Contagion: The Viral Threat to the Wealth of Nations covers a lot of territory. It is, of course, terribly important to analyze case histories to discover potential triggers, mechanisms of transmission, and viable ways to contain the damage of financial contagion. The problem is, as these articles amply demonstrate, that there’s always a new virus or a mutation of a former one lurking in some corner of the financial world. We don’t know what it is or where it is. And, even if we had some inkling, there’s almost never enough time to develop a financial flu shot." --SeekingAlpha.com The latest insights on financial contagion and how both nations and investors can effectively deal with it. The domino-style structure in which the financial system exists is a perilous one. Although historically, the financial system has been able to deal with major shocks, the fact remains that our financial system is not as secure as it should be. Recent years have brought about too many examples of contagion and systemic risk. That is why Financial Contagion is such an important read. In it, the serious concerns that revolve around our fragile economic system are investigated, researched, and explained. Throughout the book, Kolb offers valuable insights on this dilemma as he compiles the history of financial contagion, highlights the latest research on systemic failure and interrelated markets, and analyzes the risks and consequences we face moving forward. Examines the importance of careful regulation and what must be done to stabilize the global financial system Includes contributed chapters from both academics and experienced professionals, offering a variety of perspectives and a rich interplay of ideas Details how close we are to witnessing a financial contagion that could devastate the world economy We have been harshly reminded of how fragile our economic ecosystem is. With Financial Contagion, you'll hold a better understanding of what needs to be done to strengthen our system and safeguard our financial future.

Identifying International Financial Contagion

Identifying International Financial Contagion Book
Author : Deputy Director Center for Applied Macroeconomic Analysis Mardi Dungey,Mardi Dungey,Demosthenes Nicholas Tambakis,Senior Research Fellow Cambridge Endowment for Research in Finance Demosthenes N Tambakis
Publisher : Oxford University Press on Demand
Release : 2005
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

This book tackles these factors theoretically, providing an intellectually satisfying framework for the understanding of financial contagion."--Jacket.

Economics Advances in Research and Application 2013 Edition

Economics   Advances in Research and Application  2013 Edition Book
Author : Anonim
Publisher : ScholarlyEditions
Release : 2013-06-21
ISBN : 1481687417
Language : En, Es, Fr & De

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Book Description :

Economics—Advances in Research and Application: 2013 Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive information about Tariffs. The editors have built Economics—Advances in Research and Application: 2013 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Tariffs in this book to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Economics—Advances in Research and Application: 2013 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Financial Crises

Financial Crises Book
Author : Franklin Allen,Douglas Gale
Publisher : Edward Elgar Pub
Release : 2008
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

This important volume presents key contributions to the study of financial crises from many different areas of economics. The book offers an economic history of financial crises, empirical studies of crises in the modern era, and classic works on the theory of banking crises. It also covers specialized topics, with sections on currency crises and financial contagion. Undergraduate students of money, banking, macroeconomics and financial crises alike will find this collection to be an invaluable overview of a critical area of study.

Papers and Proceedings of the Annual Meeting

Papers and Proceedings of the Annual Meeting Book
Author : American Economic Association
Publisher : Unknown
Release : 2007
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Papers and Proceedings of the Annual Meeting book written by American Economic Association, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Financial Liberalisation in Asia

Financial Liberalisation in Asia Book
Author : Publishing Oecd Publishing,Organisation for Economic Co-operation and Development. Development Centre,Asian Development Bank,France) International Forum on Asian Perspectives 1998 (Paris
Publisher : Development Centre Seminars
Release : 1999
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

This volume examines the roots of the Asian financial crisis and suggests several constructive approaches to crisis revolution.

Panel Markov switching Models of Economic Phenomena

Panel Markov switching Models of Economic Phenomena Book
Author : Paul Victor Hamilton
Publisher : Unknown
Release : 2002
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Panel Markov switching Models of Economic Phenomena book written by Paul Victor Hamilton, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

The Economist

The Economist Book
Author : Anonim
Publisher : Unknown
Release : 2011
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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UNU Nexions

UNU Nexions Book
Author : United Nations University
Publisher : Unknown
Release : 1999
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download UNU Nexions book written by United Nations University, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Financial Stability Review

Financial Stability Review Book
Author : Anonim
Publisher : Unknown
Release : 2006
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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Credit Frictions and sudden Stops in Small Open Economies

Credit Frictions and  sudden Stops  in Small Open Economies Book
Author : Cristina Arellano,Enrique G. Mendoza
Publisher : Unknown
Release : 2002
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Financial frictions are a central element of most of the models that the literature on emerging markets crises has proposed for explaining the Sudden Stop' phenomenon. To date, few studies have aimed to examine the quantitative implications of these models and to integrate them with an equilibrium business cycle framework for emerging economies. This paper surveys these studies viewing them as ability-to-pay and willingness-to-pay variations of a framework that adds occasionally binding borrowing constraints to the small open economy real-business-cycle model. A common feature of the different models is that agents factor in the risk of future Sudden Stops in their optimal plans, so that equilibrium allocations and prices are distorted even when credit constraints do not bind. Sudden Stops are a property of the unique, flexible-price competitive equilibrium of these models that occurs in a particular region of the state space in which negative shocks make borrowing constraints bind. The resulting nonlinear effects imply that solving the models requires non-linear numerical methods, which are described in the survey. The results show that the models can yield relatively infrequent Sudden Stops with large current account reversals and deep recessions nested within smoother business cycles. Still, research in this area is at an early stage and this survey aims to stimulate further work.

Asian Economic Papers

Asian Economic Papers Book
Author : Anonim
Publisher : Unknown
Release : 2006
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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Nature0

Nature0 Book
Author : Anonim
Publisher : Unknown
Release : 1876
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Nature0 book written by , available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Report on Financial Stability

Report on Financial Stability Book
Author : Anonim
Publisher : Unknown
Release : 2000
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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Empirical Analysis of Nonlinear Macroeconomic Relations with Applications to Business Cycles and Speculative Currency Attacks

Empirical Analysis of Nonlinear Macroeconomic Relations with Applications to Business Cycles and Speculative Currency Attacks Book
Author : Zhiwei Zhang
Publisher : Unknown
Release : 2001
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Empirical Analysis of Nonlinear Macroeconomic Relations with Applications to Business Cycles and Speculative Currency Attacks book written by Zhiwei Zhang, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.