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The propagation of financial extremes

Antônio Delfim Netto 1928- Others

Localização: FEA - Fac. Econ. Adm. Contab. e Atuária ACERVO DELFIM NETTO (B26.33.4 )(Acessar)

Título:
The propagation of financial extremes
Autor: Antônio Delfim Netto 1928- Others
Assuntos: ECONOMIA
Descrição: A general approach to integrated risk management with Skewed, fat-tailed risks Asymmetric correlations of equity portfolios Asymmetric dynamics in the correlations of global equity and bond returns Comments and discussion Economic implications of copulas and extremes Economic implications of extraordinary movements in stock prices Extreme value dependence in financial markets: diagnostics, models, and financial implications On nonparametric measures of dependence for random variables On the out-of-sample importance of skewness and asymmetric dependence for asset allocation The debt-deflation theory of great depressions The propagation of financial extremes: an application to subprime market spillovers Understanding relationships using copulas
Editor: S.l. s.n
Data de criação/publicação: 19--
Formato: 1 v.
Idioma: Inglês

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