Three Essays on Systemic Risk and Financial Contagion

作者: Adrian Alter

DOI:

关键词:

摘要:

参考文章(14)
Christoph Wagner, Christian Bluhm, Ludger Overbeck, An Introduction to Credit Risk Modeling ,(2002)
Mark Newman, Networks: An Introduction ,(2010)
Francis X. Diebold, Kamil Yilmaz, Better to give than to receive: Predictive directional measurement of volatility spillovers International Journal of Forecasting. ,vol. 28, pp. 57- 66 ,(2012) , 10.1016/J.IJFORECAST.2011.02.006
Phillip Bonacich, Power and Centrality: A Family of Measures American Journal of Sociology. ,vol. 92, pp. 1170- 1182 ,(1987) , 10.1086/228631
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce Greenwald, Joseph E. Stiglitz, Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk Journal of Economic Dynamics and Control. ,vol. 36, pp. 1121- 1141 ,(2012) , 10.1016/J.JEDC.2012.04.001
Robert Engle, Eric Jondeau, Michael Rockinger, Systemic Risk in Europe Review of Finance. ,vol. 19, pp. 145- 190 ,(2013) , 10.1093/ROF/RFU012
Jennifer Bell, Wake-up call Nature Reviews Immunology. ,vol. 2, pp. 143- 143 ,(2002) , 10.1038/NRI766
Andrew Ross Sorkin, Too Big to Fail ,(2009)