Correlation Analysis Of Financial Contagion What One Should Konw Before Running A Test
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| Author | : Mardi Dungey |
| Publisher | : Oxford University Press |
| Total Pages | : 232 |
| Release | : 2011-01-07 |
| Genre | : Business & Economics |
| ISBN | : 0199842604 |
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 markets during 1997-1998 across a number of countries, and culminates in a model which encompasses multiple assets across multiple countries through over a decade of crisis events from East Asia in 1997-1998 to the sub prime crisis during 2008. Program code to support implementation of similar models is available.
| Author | : Kwang-Il Choe |
| Publisher | : |
| Total Pages | : 104 |
| Release | : 2003 |
| Genre | : Financial crises |
| ISBN | : |
| Author | : Marcello Pericoli |
| Publisher | : |
| Total Pages | : 56 |
| Release | : 2001 |
| Genre | : Financial crises |
| ISBN | : |
| Author | : Mardi Dungey |
| Publisher | : |
| Total Pages | : 262 |
| Release | : 2005 |
| Genre | : Business & Economics |
| ISBN | : |
This book tackles these factors theoretically, providing an intellectually satisfying framework for the understanding of financial contagion."--Jacket.
| Author | : Tsan-Ming Choi |
| Publisher | : Springer |
| Total Pages | : 281 |
| Release | : 2017-05-04 |
| Genre | : Business & Economics |
| ISBN | : 3319535188 |
This book focuses on optimal control and systems engineering in the big data era. It examines the scientific innovations in optimization, control and resilience management that can be applied to further success. In both business operations and engineering applications, there are huge amounts of data that can overwhelm computing resources of large-scale systems. This “big data” provides new opportunities to improve decision making and addresses risk for individuals as well in organizations. While utilizing data smartly can enhance decision making, how to use and incorporate data into the decision making framework remains a challenging topic. Ultimately the chapters in this book present new models and frameworks to help overcome this obstacle. Optimization and Control for Systems in the Big-Data Era: Theory and Applications is divided into five parts. Part I offers reviews on optimization and control theories, and Part II examines the optimization and control applications. Part III provides novel insights and new findings in the area of financial optimization analysis. The chapters in Part IV deal with operations analysis, covering flow-shop operations and quick response systems. The book concludes with final remarks and a look to the future of big data related optimization and control problems.
| Author | : Mrs.Jana Bricco |
| Publisher | : International Monetary Fund |
| Total Pages | : 49 |
| Release | : 2019-10-11 |
| Genre | : Business & Economics |
| ISBN | : 1513517856 |
The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This paper offers detailed and practical guidance on how to conduct a comprehensive analysis of interconnectedness and contagion for a country’s financial system under various circumstances. We survey current approaches at the IMF for analyzing interconnectedness within the interbank, cross-sector and cross-border dimensions through an overview and examples of the data and methodologies used in the Financial Sector Assessment Program. Finally, this paper offers practical advice on how to interpret results and discusses potential financial stability policy recommendations that can be drawn from this type of in-depth analysis.
| Author | : Jonathan Batten |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 745 |
| Release | : 2011-03-02 |
| Genre | : Business & Economics |
| ISBN | : 0857247530 |
The Global Financial Crisis of 2007-2009 has highlighted the resilience of the financial markets and economies from the developing world. This title investigates and assesses the impact and response to the crisis from an emerging markets perspective including asset pricing, contagion, financial intermediation, market structure and regulation.
| Author | : N. Finch |
| Publisher | : Springer |
| Total Pages | : 438 |
| Release | : 2014-12-09 |
| Genre | : Business & Economics |
| ISBN | : 1137450665 |
Emerging Markets and Sovereign Risk provides case studies, commentary and analysis on the financial risk management and measurement in the context of frontier and developing counties from international experts covering three key areas of emerging market investments, the rating sovereign risk and managing sovereign risk.
| Author | : Stijn Claessens |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 461 |
| Release | : 2013-04-17 |
| Genre | : Business & Economics |
| ISBN | : 1475733143 |
No sooner had the Asian crisis broken out in 1997 than the witch-hunt started. With great indignation every Asian economy pointed fingers. They were innocent bystanders. The fundamental reason for the crisis was this or that - most prominently contagion - but also the decline in exports of the new commodities (high-tech goods), the steep rise of the dollar, speculators, etc. The prominent question, of course, is whether contagion could really have been the key factor and, if so, what are the channels and mechanisms through which it operated in such a powerful manner. The question is obvious because until 1997, Asia's economies were generally believed to be immensely successful, stable and well managed. This question is of great importance not only in understanding just what happened, but also in shaping policies. In a world of pure contagion, i.e. when innocent bystanders are caught up and trampled by events not of their making and when consequences go far beyond ordinary international shocks, countries will need to look for better protective policies in the future. In such a world, the international financial system will need to change in order to offer better preventive and reactive policy measures to help avoid, or at least contain, financial crises.
| Author | : |
| Publisher | : |
| Total Pages | : 38 |
| Release | : 2004 |
| Genre | : Contagion (Social psychology) |
| ISBN | : |
