Serge Darolles – författare
Visar alla böcker från författaren Serge Darolles. Handla med fri frakt och snabb leverans.
2 produkter
Contagion Phenomena with Applications in Finance
Av Christian Gourieroux, Serge Darolles
E-bok, 2015
1148 kr
Lägg i varukorg
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) …
Contagion Phenomena with Applications in Finance
Av Serge Darolles, Christian Gourieroux
Inbunden, 2015
944 kr
Lägg i varukorg
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods. Is this increase due to an exogenous shock common to all markets (interdependence) …