Contagion phenomena with applications in finance
zbMATH Open1336.91003MaRDI QIDQ2805763FDOQ2805763
Authors: Serge Darolles, Christian Gouriéroux 
Publication date: 13 May 2016
Full work available at URL: http://www.sciencedirect.com/science/book/9781785480355
Recommendations
- Contagion! Systemic risk in financial networks
- Contagion in financial networks
- Market linkages, variance spillovers, and correlation stability: empirical evidence of financial contagion
- Measuring contagion of subprime crisis based on MVMQ-CAViaR method
- Financial and macroeconomic connectedness. A network approach to measurement and monitoring
Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Economic growth models (91B62) Financial applications of other theories (91G80)
Cited In (11)
- Title not available (Why is that?)
- Contagion in financial networks
- Financial instability contagion: a dynamical systems approach
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
- International financial contagion and the fund-A theoretical framework
- Social contagion and the survival of diverse investment styles
- Contagion modeling between the financial and insurance markets with time changed processes
- A statistical procedure for testing financial contagion
- Statistical arbitrage and risk contagion
- Stock market contagion: a new approach
- Required capital for long-run risks
This page was built for publication: Contagion phenomena with applications in finance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805763)
