Buch, Englisch, 300 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 440 g
Signals, Measurement and Transmission Channels
Buch, Englisch, 300 Seiten, Format (B × H): 152 mm x 229 mm, Gewicht: 440 g
ISBN: 978-1-78548-085-0
Verlag: ISTE Press
Zielgruppe
Universities (graduate and phd students), academic researchers,policy institutions (national central banks, IMF, ECB, BIS, OECD, EC)
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations by Petros Dellaportas, Anastasios?Plataniotis and Michalis K. Titsias 2. Systemic Risk and Financial?Interconnectedness: Network Measures and the Impact of the Indirect Effect by Monica Billio, Michele Costola, Roberto Panzica?and Loriana Pelizzon 3. Are Critical Slowing Down?Indicators Useful to Detect Financial Crises? By Hayette Gatfaoui, Isabelle Nagot?and Philippe De Peretti 4. Onset of Financial Instability Studied via Agent-based Models by Yi-Fang LIU, Jørgen Vitting-Andersen?and Philippe De Peretti
Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk?Signaling for European Sovereign Bond Yields and CDS Spreads by Rutger-Jan Lange, André Lucas?and Arjen Siegmann 6. Model-based Business Cycle?and Financial Cycle Decomposition for Europe and the United States by Siem Jan Koopman, Rutger Lit and André Lucas 7. Danger Zones for the Financial System by Paolo Manasse, Roberto Savona?and Marika Vezzoli 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models by Marcella Lucchetta Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement by Arjen Siegmann