| 紀錄類型: |
書目-電子資源
: Monograph/item
|
| 杜威分類號: |
338.5 |
| 書名/作者: |
Systemic risk tomography : signals, measurement and transmission channels // edited by Monica Billio, Loriana Pelizzon, Roberto Savona. |
| 其他作者: |
Billio, Monica, |
| 出版者: |
Oxford : : Elsevier Ltd. :, 2017. |
| 面頁冊數: |
1 online resource (xxi, 278 p.) |
| 標題: |
Financial risk - Mathematical models. |
| 標題: |
Financial risk management. |
| 標題: |
Macroeconomics - Econometric models. |
| ISBN: |
9780081011768 (electronic bk.) |
| ISBN: |
9781785480850 |
| 書目註: |
Includes bibliographical references and index. |
| 內容註: |
Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement. |
| 電子資源: |
https://www.sciencedirect.com/science/book/9781785480850 |