Transmission of financial crises and contagion: a latent factor approach
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford ; New York
Oxford University Press
2011
|
| Schriftenreihe: | Finance and the economy
|
| Schlagworte: | |
| Online-Zugang: | FLA01 |
| Beschreibung: | Print version record |
| Beschreibung: | 1 online resource (xii, 219 pages) illustrations |
| ISBN: | 9780199842605 0199842604 |
Internformat
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| 505 | 8 | |a Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond mark | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 7 | |a Financial crises / Mathematical models |2 fast | |
| 650 | 7 | |a International finance / Mathematical models |2 fast | |
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Datensatz im Suchindex
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| contents | Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond mark |
| ctrlnum | (ZDB-4-EBU)ocn721900579 (OCoLC)721900579 (DE-599)BVBBV045356128 |
| dewey-full | 332/.042015915 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332/.042015915 |
| dewey-search | 332/.042015915 |
| dewey-sort | 3332 842015915 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV045356128 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T08:15:51Z |
| institution | BVB |
| isbn | 9780199842605 0199842604 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030742720 |
| oclc_num | 721900579 |
| open_access_boolean | |
| physical | 1 online resource (xii, 219 pages) illustrations |
| psigel | ZDB-4-EBU ZDB-4-EBU FLA_PDA_EBU |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Oxford University Press |
| record_format | marc |
| series2 | Finance and the economy |
| spelling | Transmission of financial crises and contagion a latent factor approach Mardi Dungey [and others] Oxford ; New York Oxford University Press 2011 1 online resource (xii, 219 pages) illustrations txt rdacontent c rdamedia cr rdacarrier Finance and the economy Print version record Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond mark BUSINESS & ECONOMICS / Finance bisacsh Financial crises / Mathematical models fast International finance / Mathematical models fast Transmission mechanism (Monetary policy) fast Financial crises Mathematical models International finance Mathematical models Transmission mechanism (Monetary policy) Finanzkrise (DE-588)7635855-0 gnd rswk-swf Internationaler Kreditmarkt (DE-588)4120506-6 gnd rswk-swf Spill-over-Effekt (DE-588)4225795-5 gnd rswk-swf Finanzkrise (DE-588)7635855-0 s Internationaler Kreditmarkt (DE-588)4120506-6 s Spill-over-Effekt (DE-588)4225795-5 s 1\p DE-604 Dungey, Mardi Sonstige oth Erscheint auch als Druck-Ausgabe Transmission of financial crises and contagion Oxford ; New York : Oxford University Press, 2011 9780199739837 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Transmission of financial crises and contagion a latent factor approach Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond mark BUSINESS & ECONOMICS / Finance bisacsh Financial crises / Mathematical models fast International finance / Mathematical models fast Transmission mechanism (Monetary policy) fast Financial crises Mathematical models International finance Mathematical models Transmission mechanism (Monetary policy) Finanzkrise (DE-588)7635855-0 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Spill-over-Effekt (DE-588)4225795-5 gnd |
| subject_GND | (DE-588)7635855-0 (DE-588)4120506-6 (DE-588)4225795-5 |
| title | Transmission of financial crises and contagion a latent factor approach |
| title_auth | Transmission of financial crises and contagion a latent factor approach |
| title_exact_search | Transmission of financial crises and contagion a latent factor approach |
| title_full | Transmission of financial crises and contagion a latent factor approach Mardi Dungey [and others] |
| title_fullStr | Transmission of financial crises and contagion a latent factor approach Mardi Dungey [and others] |
| title_full_unstemmed | Transmission of financial crises and contagion a latent factor approach Mardi Dungey [and others] |
| title_short | Transmission of financial crises and contagion |
| title_sort | transmission of financial crises and contagion a latent factor approach |
| title_sub | a latent factor approach |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Financial crises / Mathematical models fast International finance / Mathematical models fast Transmission mechanism (Monetary policy) fast Financial crises Mathematical models International finance Mathematical models Transmission mechanism (Monetary policy) Finanzkrise (DE-588)7635855-0 gnd Internationaler Kreditmarkt (DE-588)4120506-6 gnd Spill-over-Effekt (DE-588)4225795-5 gnd |
| topic_facet | BUSINESS & ECONOMICS / Finance Financial crises / Mathematical models International finance / Mathematical models Transmission mechanism (Monetary policy) Financial crises Mathematical models International finance Mathematical models Transmission mechanism (Monetary policy) Finanzkrise Internationaler Kreditmarkt Spill-over-Effekt |
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