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Darolles, Serge

Libros de: Darolles, Serge

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  • Contagion Phenomena with Applications in Finance

    Contagion Phenomena with Applications in Finance

    Darolles, Serge Gourieroux, Christian

    Elsevier Science Publishers (2015)

    valoración

    • EAN: 9781785480355
    • Páginas: 166
    • Fecha de edición: 2015

    pvp.86,90 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...