结果：找到“system\_risk”相关内容154个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Systemic Risk计算的5种VaR算法matlab代码9 个回复 - 4741 次查看 Systemic Risk计算的5种VaR算法matlab代码，是发表数量经济、风险管理、金融分析方面论文的绝好材料，具体包括 1，CoVaR (Conditional Value-at-Risk) proposed by Adrian & Brunnermeier (2009); 2，ΔCoVaR ...2017-11-18 22:53 - xiaorenwuhyl - 现金交易版
Global systemic risk ranking of Chinese financial institutions
2 个回复 - 560 次查看 【作者(必填)】Abdelkader Derbali 【文题(必填)】Global systemic risk ranking of Chinese financial institutions 【年份(必填)】2016 【全文链接或数据库名称(选填)】tandfonline2018-5-14 14:27 - steven34 - 求助成功区
2 个回复 - 560 次查看 【作者(必填)】Abdelkader Derbali 【文题(必填)】Global systemic risk ranking of Chinese financial institutions 【年份(必填)】2016 【全文链接或数据库名称(选填)】tandfonline2018-5-14 14:27 - steven34 - 求助成功区
【金融教材系列】Contagion! Systemic Risk in Financial Networks
73 个回复 - 10674 次查看 2016年最新教材，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【金融教材系列】（资料汇总帖，附链接，持续添加 ...2016-6-4 08:53 - wwqqer - 金融学（理论版）
73 个回复 - 10674 次查看 2016年最新教材，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【金融教材系列】（资料汇总帖，附链接，持续添加 ...2016-6-4 08:53 - wwqqer - 金融学（理论版）
【独家发布】【2015】Systemic Risk, Crises, and Macroprudential Regulation
58 个回复 - 6981 次查看 如果您喜欢我的帖，就请加“+关注”哦 马上抢沙发 希望您喜欢我的免费发布 支持我 加我 关注我http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=3727866 【2015】Systemic Risk, Crises, and Macropruden ...2015-12-23 17:46 - kychan - 管理科学
58 个回复 - 6981 次查看 如果您喜欢我的帖，就请加“+关注”哦 马上抢沙发 希望您喜欢我的免费发布 支持我 加我 关注我http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=3727866 【2015】Systemic Risk, Crises, and Macropruden ...2015-12-23 17:46 - kychan - 管理科学
【独家发布】【2017新书】Systemic risk, institutional design, and the regulation of financi
83 个回复 - 6017 次查看 如果喜欢该文档，欢迎[/backcolor]点击头像下方的“+加关注”并订阅【2017新书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3238 [/backcolor]Systemic risk, institutional design ...2017-6-28 18:20 - 牛尾巴 - 金融学（理论版）
83 个回复 - 6017 次查看 如果喜欢该文档，欢迎[/backcolor]点击头像下方的“+加关注”并订阅【2017新书】文库，http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3238 [/backcolor]Systemic risk, institutional design ...2017-6-28 18:20 - 牛尾巴 - 金融学（理论版）
Systemic Risk, Institutional Design, and the Regulation of Financial Markets
8 个回复 - 1835 次查看 Following the recent financial crisis, regulators have been preoccupied with the concept of systemic risk in financial markets, believing that such risk could cause the markets that they oversee to im ...2017-6-26 05:55 - nivastuli - 金融学（理论版）
8 个回复 - 1835 次查看 Following the recent financial crisis, regulators have been preoccupied with the concept of systemic risk in financial markets, believing that such risk could cause the markets that they oversee to im ...2017-6-26 05:55 - nivastuli - 金融学（理论版）
Assessing the contribution of China’s financial sectors to systemic risk
3 个回复 - 641 次查看 【作者(必填)】 2323 【文题(必填)】 Assessing the contribution of China’s financial sectors to systemic risk【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/ ...2022-2-4 22:10 - internet.hzx - 求助成功区
3 个回复 - 641 次查看 【作者(必填)】 2323 【文题(必填)】 Assessing the contribution of China’s financial sectors to systemic risk【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/ ...2022-2-4 22:10 - internet.hzx - 求助成功区
Effect of banking and macroeconomic variables on systemic risk: An application o
1 个回复 - 564 次查看 【作者(必填)】 2323 【文题(必填)】 Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy 【年份(必填)】 2323 【全文链接或数据库名称(选 ...2022-2-4 23:54 - internet.hzx - 求助成功区
1 个回复 - 564 次查看 【作者(必填)】 2323 【文题(必填)】 Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy 【年份(必填)】 2323 【全文链接或数据库名称(选 ...2022-2-4 23:54 - internet.hzx - 求助成功区
Determinants of systemic risk and information dissemination
2 个回复 - 742 次查看 【作者(必填)】 233 【文题(必填)】 Determinants of systemic risk and information dissemination 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/ ...2022-2-4 21:39 - internet.hzx - 求助成功区
2 个回复 - 742 次查看 【作者(必填)】 233 【文题(必填)】 Determinants of systemic risk and information dissemination 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/ ...2022-2-4 21:39 - internet.hzx - 求助成功区
暨南经济讲坛-Endogenous Banks’Networks, Cascades and Systemic Risk
11 个回复 - 1950 次查看 地 点：经济学院经济系会议室（501）[/td][/tr] [/table]2013-11-17 18:48 - Toyotomi - 暨南大学经济学院
11 个回复 - 1950 次查看 地 点：经济学院经济系会议室（501）[/td][/tr] [/table]2013-11-17 18:48 - Toyotomi - 暨南大学经济学院
Bank lending and systemic risk: A financial-real sector network approach with fe
1 个回复 - 542 次查看 【作者(必填)】 232 【文题(必填)】 Bank lending and systemic risk: A financial-real sector network approach with feedback【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://sciencedirect.53y ...2022-2-3 12:21 - internet.hzx - 求助成功区
1 个回复 - 542 次查看 【作者(必填)】 232 【文题(必填)】 Bank lending and systemic risk: A financial-real sector network approach with feedback【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://sciencedirect.53y ...2022-2-3 12:21 - internet.hzx - 求助成功区
The contribution of shadow insurance to systemic risk
2 个回复 - 332 次查看 【作者(必填)】 2323 【文题(必填)】 The contribution of shadow insurance to systemic risk【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S15 ...2021-8-8 11:30 - internet.hzx - 求助成功区
2 个回复 - 332 次查看 【作者(必填)】 2323 【文题(必填)】 The contribution of shadow insurance to systemic risk【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S15 ...2021-8-8 11:30 - internet.hzx - 求助成功区
Measuring network systemic risk contributions: A leave-one-out approach
2 个回复 - 449 次查看 【作者(必填)】 2323 【文题(必填)】 Measuring network systemic risk contributions: A leave-one-out approach【年份(必填)】 2323 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/science ...2021-8-8 11:21 - internet.hzx - 求助成功区
2 个回复 - 449 次查看 【作者(必填)】 2323 【文题(必填)】 Measuring network systemic risk contributions: A leave-one-out approach【年份(必填)】 2323 【全文链接或数据库名称(选填)】 https://www.sciencedirect.com/science ...2021-8-8 11:21 - internet.hzx - 求助成功区
Systemic risk measurement: Multivariate GARCH estimation of CoVaR
6 个回复 - 821 次查看 【作者(必填)】 232 【文题(必填)】 Systemic risk measurement: Multivariate GARCH estimation of CoVaR 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/ ...2021-6-21 23:10 - internet.hzx - 求助成功区
6 个回复 - 821 次查看 【作者(必填)】 232 【文题(必填)】 Systemic risk measurement: Multivariate GARCH estimation of CoVaR 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/ ...2021-6-21 23:10 - internet.hzx - 求助成功区
Asset Price Bubbles and Systemic Risk
2 个回复 - 529 次查看 【作者(必填)】 232 【文题(必填)】 Asset Price Bubbles and Systemic Risk【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/rfs/article-abstract/33/9/4272/57326662021-6-19 19:59 - internet.hzx - 求助成功区
2 个回复 - 529 次查看 【作者(必填)】 232 【文题(必填)】 Asset Price Bubbles and Systemic Risk【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/rfs/article-abstract/33/9/4272/57326662021-6-19 19:59 - internet.hzx - 求助成功区
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 489 次查看 【作者(必填)】 23 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链 ...2021-6-15 15:08 - internet.hzx - 求助成功区
1 个回复 - 489 次查看 【作者(必填)】 23 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链 ...2021-6-15 15:08 - internet.hzx - 求助成功区
Systemic risk and competition revisited
1 个回复 - 545 次查看 【作者(必填)】 23 【文题(必填)】 Systemic risk and competition revisited 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0378426619300330#! ...2021-6-15 15:37 - internet.hzx - 求助成功区
1 个回复 - 545 次查看 【作者(必填)】 23 【文题(必填)】 Systemic risk and competition revisited 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S0378426619300330#! ...2021-6-15 15:37 - internet.hzx - 求助成功区
Systemic risk allocation using the asymptotic marginal expected shortfall
1 个回复 - 687 次查看 【作者(必填)】 23 【文题(必填)】 Systemic risk allocation using the asymptotic marginal expected shortfall【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2021-6-15 13:30 - internet.hzx - 求助成功区
1 个回复 - 687 次查看 【作者(必填)】 23 【文题(必填)】 Systemic risk allocation using the asymptotic marginal expected shortfall【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2021-6-15 13:30 - internet.hzx - 求助成功区
Back to the future: Backtesting systemic risk measures during historical bank ru
2 个回复 - 451 次查看 【作者(必填)】 323 【文题(必填)】 Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression【年份(必填)】 32 【全文链接或数据库名称(选填)】https: ...2021-6-15 13:35 - internet.hzx - 求助成功区
2 个回复 - 451 次查看 【作者(必填)】 323 【文题(必填)】 Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression【年份(必填)】 32 【全文链接或数据库名称(选填)】https: ...2021-6-15 13:35 - internet.hzx - 求助成功区
Dynamic comovement among banks, systemic risk, and the macroeconomy
1 个回复 - 607 次查看 【作者(必填)】 23 【文题(必填)】 Dynamic comovement among banks, systemic risk, and the macroeconomy【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/a ...2021-6-15 13:33 - internet.hzx - 求助成功区
1 个回复 - 607 次查看 【作者(必填)】 23 【文题(必填)】 Dynamic comovement among banks, systemic risk, and the macroeconomy【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/a ...2021-6-15 13:33 - internet.hzx - 求助成功区
Accounting Fundamentals and Systematic Risk: Corporate Failure over the Business
1 个回复 - 798 次查看 【作者(必填)】 M Ogneva[/backcolor][/backcolor]，[/backcolor]JD Piotroski[/backcolor][/backcolor]，[/backcolor]AA Zakolyukina[/backcolor][/backcolor] 【文题(必填)】 Accounting Fundamentals and Syst ...2021-2-13 21:54 - 魔岩 - 文献求助专区
1 个回复 - 798 次查看 【作者(必填)】 M Ogneva[/backcolor][/backcolor]，[/backcolor]JD Piotroski[/backcolor][/backcolor]，[/backcolor]AA Zakolyukina[/backcolor][/backcolor] 【文题(必填)】 Accounting Fundamentals and Syst ...2021-2-13 21:54 - 魔岩 - 文献求助专区
Assessing the systemic risk of a heterogeneous portfolio of banks during the rec
2 个回复 - 537 次查看 【作者(必填)】 323 【文题(必填)】 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.s ...2020-1-10 00:39 - internet.hzx - 求助成功区
2 个回复 - 537 次查看 【作者(必填)】 323 【文题(必填)】 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.s ...2020-1-10 00:39 - internet.hzx - 求助成功区
Quantifying systemic risk with factor copulas
1 个回复 - 588 次查看 【作者(必填)】 Cathy Yi-Hsuan Chen[/backcolor]& Sergey Nasekin[/backcolor] 【文题(必填)】 Quantifying systemic risk with factor copulas 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https: ...2020-10-26 18:16 - waterup - 求助成功区
1 个回复 - 588 次查看 【作者(必填)】 Cathy Yi-Hsuan Chen[/backcolor]& Sergey Nasekin[/backcolor] 【文题(必填)】 Quantifying systemic risk with factor copulas 【年份(必填)】 2020 【全文链接或数据库名称(选填)】https: ...2020-10-26 18:16 - waterup - 求助成功区
2019-04 THE 5G ECOSYSTEM：RISKS & OPPORTUNITIES FOR DoD 33页
1 个回复 - 1304 次查看 TABLE OF CONTENTS Executive Summary 2 CHAPTER 1: 5G HISTORY AND OVERVIEW 5 A History of Generation Technology 5 History’s Lessons: First-Mover Advantage in Generation Transitions 6 Spectrum Use ...2019-8-18 00:54 - zlghs - 投资人（实务版）
1 个回复 - 1304 次查看 TABLE OF CONTENTS Executive Summary 2 CHAPTER 1: 5G HISTORY AND OVERVIEW 5 A History of Generation Technology 5 History’s Lessons: First-Mover Advantage in Generation Transitions 6 Spectrum Use ...2019-8-18 00:54 - zlghs - 投资人（实务版）
Quantifying Systemic Risk
7 个回复 - 2542 次查看 首先声明，从人大论坛以“Quantifying Systemic Risk”搜索过。未见雷同 Author/Editor: Joseph G. Haubrich and Andrew W. Lo（罗文全MIT牛人）, University of Chicago Press Volume ISBN: 0-226-31928- ...2014-9-26 12:23 - 5039899 - 金融学（理论版）
7 个回复 - 2542 次查看 首先声明，从人大论坛以“Quantifying Systemic Risk”搜索过。未见雷同 Author/Editor: Joseph G. Haubrich and Andrew W. Lo（罗文全MIT牛人）, University of Chicago Press Volume ISBN: 0-226-31928- ...2014-9-26 12:23 - 5039899 - 金融学（理论版）
Systemic risk in an interconnected banking system with endogenous asset markets
1 个回复 - 465 次查看 【作者(必填)】 2323 【文题(必填)】 Systemic risk in an interconnected banking system with endogenous asset markets【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sc ...2020-1-10 00:29 - internet.hzx - 求助成功区
1 个回复 - 465 次查看 【作者(必填)】 2323 【文题(必填)】 Systemic risk in an interconnected banking system with endogenous asset markets【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/sc ...2020-1-10 00:29 - internet.hzx - 求助成功区
Systemic risk spillovers in the European banking and sovereign network
1 个回复 - 372 次查看 【作者(必填)】 23 【文题(必填)】 Systemic risk spillovers in the European banking and sovereign network【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/articl ...2020-1-10 00:32 - internet.hzx - 求助成功区
1 个回复 - 372 次查看 【作者(必填)】 23 【文题(必填)】 Systemic risk spillovers in the European banking and sovereign network【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/articl ...2020-1-10 00:32 - internet.hzx - 求助成功区
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
1 个回复 - 675 次查看 【作者(必填)】 2223 【文题(必填)】 Systemic risk in European sovereign debt markets: A CoVaR-copula approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-1-9 10:48 - internet.hzx - 求助成功区
1 个回复 - 675 次查看 【作者(必填)】 2223 【文题(必填)】 Systemic risk in European sovereign debt markets: A CoVaR-copula approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...2020-1-9 10:48 - internet.hzx - 求助成功区
【独家发布】Systemic Risk in the Financial Sector: Ten Years After the Great Crash
1 个回复 - 607 次查看 Systemic Risk in the Financial Sector: Ten Years After the Great Crash Author(s): Douglas W. Arner; Emilios Avgouleas; Danny Busch; Steven L. Schwarcz Publisher: CIGI Press, Year: 2019 ISBN ...2019-12-25 14:18 - hhasoka - Forum
1 个回复 - 607 次查看 Systemic Risk in the Financial Sector: Ten Years After the Great Crash Author(s): Douglas W. Arner; Emilios Avgouleas; Danny Busch; Steven L. Schwarcz Publisher: CIGI Press, Year: 2019 ISBN ...2019-12-25 14:18 - hhasoka - Forum
A new approach to measure systemic risk: A bivariate copula model for dependent
1 个回复 - 448 次查看 【作者(必填)】 23 【文题(必填)】 A new approach to measure systemic risk: A bivariate copula model for dependent censored data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedi ...2019-11-29 17:02 - internet.hzx - 求助成功区
1 个回复 - 448 次查看 【作者(必填)】 23 【文题(必填)】 A new approach to measure systemic risk: A bivariate copula model for dependent censored data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedi ...2019-11-29 17:02 - internet.hzx - 求助成功区
Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
2 个回复 - 1263 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.tandfonline.com/d ...2018-7-30 21:39 - internet.hzx - 求助成功区
2 个回复 - 1263 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.tandfonline.com/d ...2018-7-30 21:39 - internet.hzx - 求助成功区
A Macroeconomic Framework for Quantifying Systemic Risk
2 个回复 - 603 次查看 【作者(必填)】Zhiguo He Arvind Krishnamurthy 【文题(必填)】A Macroeconomic Framework for Quantifying Systemic Risk 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://www.aeaweb.org/art ...2019-10-7 16:29 - wuyu0405 - 文献求助专区
2 个回复 - 603 次查看 【作者(必填)】Zhiguo He Arvind Krishnamurthy 【文题(必填)】A Macroeconomic Framework for Quantifying Systemic Risk 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://www.aeaweb.org/art ...2019-10-7 16:29 - wuyu0405 - 文献求助专区
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 386 次查看 【作者(必填)】 232 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 3 【全文链 ...2019-6-20 11:24 - internet.hzx - 求助成功区
1 个回复 - 386 次查看 【作者(必填)】 232 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 3 【全文链 ...2019-6-20 11:24 - internet.hzx - 求助成功区
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 272 次查看 【作者(必填)】 3 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链接 ...2019-6-20 11:18 - internet.hzx - 求助成功区
1 个回复 - 272 次查看 【作者(必填)】 3 【文题(必填)】 Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method【年份(必填)】 23 【全文链接 ...2019-6-20 11:18 - internet.hzx - 求助成功区
有偿求助文章一篇：On the Impact of Network Topology on Systemic Risk
0 个回复 - 502 次查看 【作者(必填)】Grigat, Daniel[/backcolor] 【文题(必填)】On the Impact of Network Topology on Systemic Risk: Network Reconstruction, Stress Testing and Control[/backcolor] 【年份(必填)】2018 【 ...2019-6-5 23:59 - 魅影狂萌 - 文献求助专区
0 个回复 - 502 次查看 【作者(必填)】Grigat, Daniel[/backcolor] 【文题(必填)】On the Impact of Network Topology on Systemic Risk: Network Reconstruction, Stress Testing and Control[/backcolor] 【年份(必填)】2018 【 ...2019-6-5 23:59 - 魅影狂萌 - 文献求助专区
求助“Network models of financial systemic risk: a review”
2 个回复 - 638 次查看 【作者(必填)】Fabio CaccioliPaolo BaruccaTeruyoshi Kobayashi 【文题(必填)】Network models of financial systemic risk: a review[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】htt ...2018-9-21 21:05 - keeamin - 求助成功区
2 个回复 - 638 次查看 【作者(必填)】Fabio CaccioliPaolo BaruccaTeruyoshi Kobayashi 【文题(必填)】Network models of financial systemic risk: a review[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】htt ...2018-9-21 21:05 - keeamin - 求助成功区
Quantifying Systemic Risk
4 个回复 - 1494 次查看 【作者(必填)】 JOSEPH G. HAUBRICH ANDANDREW W. LO 【文题(必填)】 Quantifying Systemic Risk【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://press.uchicago.edu/ucp/books/book/chicago/Q/bo14 ...2015-9-16 17:39 - waterup - 求助成功区
4 个回复 - 1494 次查看 【作者(必填)】 JOSEPH G. HAUBRICH ANDANDREW W. LO 【文题(必填)】 Quantifying Systemic Risk【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://press.uchicago.edu/ucp/books/book/chicago/Q/bo14 ...2015-9-16 17:39 - waterup - 求助成功区
Idiosyncratic Cash Flows and Systematic Risk
1 个回复 - 521 次查看 【作者(必填)】 ILONA BABENKO[/backcolor] OLIVER BOGUTH[/backcolor] YURI TSERLUKEVICH[/backcolor] 【文题(必填)】 Idiosyncratic Cash Flows and Systematic Risk【年份(必填)】 01 May 2015 【全 ...2019-1-17 02:52 - leosong - 求助成功区
1 个回复 - 521 次查看 【作者(必填)】 ILONA BABENKO[/backcolor] OLIVER BOGUTH[/backcolor] YURI TSERLUKEVICH[/backcolor] 【文题(必填)】 Idiosyncratic Cash Flows and Systematic Risk【年份(必填)】 01 May 2015 【全 ...2019-1-17 02:52 - leosong - 求助成功区
求助 A Survey of Systemic Risk Analytics
3 个回复 - 604 次查看 【作者(必填)】Dimitrios Bisias,1 Mark Flood,4 Andrew W. Lo,2,3,5,6 and Stavros Valavanis3 【文题(必填)】A Survey of Systemic Risk Analytics 【年份(必填)】2012 【全文链接或数据库名称(选填)】https: ...2018-10-25 10:12 - keeamin - 求助成功区
3 个回复 - 604 次查看 【作者(必填)】Dimitrios Bisias,1 Mark Flood,4 Andrew W. Lo,2,3,5,6 and Stavros Valavanis3 【文题(必填)】A Survey of Systemic Risk Analytics 【年份(必填)】2012 【全文链接或数据库名称(选填)】https: ...2018-10-25 10:12 - keeamin - 求助成功区
跪求A Survey of Systemic Risk Analytics一文中的代码
1 个回复 - 812 次查看 跪求A Survey of Systemic Risk Analytics一文中的代码2018-9-28 11:48 - 12138lll - 悬赏大厅
1 个回复 - 812 次查看 跪求A Survey of Systemic Risk Analytics一文中的代码2018-9-28 11:48 - 12138lll - 悬赏大厅
Simulation of Financial Systemic Risk and Contagion in the U.S. Housing Market
1 个回复 - 817 次查看 【作者(必填)】 [*]Faizan Khan 【文题(必填)】 Simulation of Financial Systemic Risk and Contagion in the U.S. Housing Market 【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://link.sprin ...2018-7-28 21:35 - waterup - 求助成功区
1 个回复 - 817 次查看 【作者(必填)】 [*]Faizan Khan 【文题(必填)】 Simulation of Financial Systemic Risk and Contagion in the U.S. Housing Market 【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://link.sprin ...2018-7-28 21:35 - waterup - 求助成功区
Understanding Systematic Risk in Real Estate Markets
1 个回复 - 549 次查看 【作者(必填)】 Cristian Voicu1, Michael Seiler 【文题(必填)】 Understanding Systematic Risk in Real Estate Markets 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://aresjournals.org/doi/a ...2018-7-28 21:40 - waterup - 求助成功区
1 个回复 - 549 次查看 【作者(必填)】 Cristian Voicu1, Michael Seiler 【文题(必填)】 Understanding Systematic Risk in Real Estate Markets 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://aresjournals.org/doi/a ...2018-7-28 21:40 - waterup - 求助成功区
Measuring Systemic Risk with Network Connectivity
2 个回复 - 713 次查看 【作者(必填)】 Sumanta Basu 【文题(必填)】 Measuring Systemic Risk with Network Connectivity【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://dl.acm.org/citation.cfm?id=29519122018-7-27 15:49 - waterup - 求助成功区
2 个回复 - 713 次查看 【作者(必填)】 Sumanta Basu 【文题(必填)】 Measuring Systemic Risk with Network Connectivity【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://dl.acm.org/citation.cfm?id=29519122018-7-27 15:49 - waterup - 求助成功区
求助“Analysing Systemic Risk in the Chinese Banking System”
2 个回复 - 591 次查看 【作者(必填)】Qiubin Huang[/backcolor] 【文题(必填)】Analysing Systemic Risk in the Chinese Banking System 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/f ...2018-5-18 11:35 - keeamin - 求助成功区
2 个回复 - 591 次查看 【作者(必填)】Qiubin Huang[/backcolor] 【文题(必填)】Analysing Systemic Risk in the Chinese Banking System 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/f ...2018-5-18 11:35 - keeamin - 求助成功区
求助“Where the Risks Lie: A Survey on Systemic Risk”
2 个回复 - 1111 次查看 【作者(必填)】Sylvain Benoit 等 【文题(必填)】Where the Risks Lie: A Survey on Systemic Risk 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://academic.oup.com/r ...2018-5-20 18:57 - keeamin - 求助成功区
2 个回复 - 1111 次查看 【作者(必填)】Sylvain Benoit 等 【文题(必填)】Where the Risks Lie: A Survey on Systemic Risk 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://academic.oup.com/r ...2018-5-20 18:57 - keeamin - 求助成功区
求助 “Categorical network models for systemic risk measurement”
2 个回复 - 600 次查看 【作者(必填)】Paola Cerchiello 【文题(必填)】Categorical network models for systemic risk measurement 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007% ...2018-5-20 18:54 - keeamin - 求助成功区
2 个回复 - 600 次查看 【作者(必填)】Paola Cerchiello 【文题(必填)】Categorical network models for systemic risk measurement 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://link.springer.com/article/10.1007% ...2018-5-20 18:54 - keeamin - 求助成功区
求助“Measuring Systemic Risk”
2 个回复 - 850 次查看 【作者(必填)】Viral V. Acharya Lasse H. Pedersen ...2018-6-30 09:09 - keeamin - 文献求助专区
2 个回复 - 850 次查看 【作者(必填)】Viral V. Acharya Lasse H. Pedersen ...2018-6-30 09:09 - keeamin - 文献求助专区
求助“Systemic Risk and Stability in Financial Networks”
2 个回复 - 777 次查看 【作者(必填)】Daron Acemoglu 【文题(必填)】Systemic Risk and Stability in Financial Networks 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.aeaweb.org/articles?id=10.125 ...2018-5-13 12:23 - keeamin - 求助成功区
2 个回复 - 777 次查看 【作者(必填)】Daron Acemoglu 【文题(必填)】Systemic Risk and Stability in Financial Networks 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://www.aeaweb.org/articles?id=10.125 ...2018-5-13 12:23 - keeamin - 求助成功区
求助 “An Optimization View of Financial Systemic Risk"
7 个回复 - 777 次查看 【作者(必填)】Nan Chen 【文题(必填)】An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect 【年份(必填)】2016 【全文链接或数据库名称(选 ...2018-5-13 14:57 - keeamin - 求助成功区
7 个回复 - 777 次查看 【作者(必填)】Nan Chen 【文题(必填)】An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect 【年份(必填)】2016 【全文链接或数据库名称(选 ...2018-5-13 14:57 - keeamin - 求助成功区
求助A Survey of Systemic Risk Analytics
3 个回复 - 622 次查看 【作者(必填)】Dimitrios Bisias 【文题(必填)】A Survey of Systemic Risk Analytics 【年份(必填)】2012 【全文链接或数据库名称(选填)】https://www.annualreviews.org/doi/abs/10.1146/annurev-financial ...2018-5-13 15:40 - keeamin - 文献求助专区
3 个回复 - 622 次查看 【作者(必填)】Dimitrios Bisias 【文题(必填)】A Survey of Systemic Risk Analytics 【年份(必填)】2012 【全文链接或数据库名称(选填)】https://www.annualreviews.org/doi/abs/10.1146/annurev-financial ...2018-5-13 15:40 - keeamin - 文献求助专区
求助“Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
1 个回复 - 558 次查看 【作者(必填)】Viral Acharya 【文题(必填)】Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks 【年份(必填)】2012 【全文链接或数据库名称(选填)】https://www.aea ...2018-5-13 09:36 - keeamin - 求助成功区
1 个回复 - 558 次查看 【作者(必填)】Viral Acharya 【文题(必填)】Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks 【年份(必填)】2012 【全文链接或数据库名称(选填)】https://www.aea ...2018-5-13 09:36 - keeamin - 求助成功区
Systemic risk analytics: A data-driven multi-agent financial network
1 个回复 - 651 次查看 【作者(必填)】 [*]Sheri M Markose 【文题(必填)】 Systemic risk analytics: A data-driven multi-agent financial network【年份(必填)】 2013 【全文链接或数据库名称(选填)】https://link.springer.com/ ...2018-2-23 11:26 - waterup - 求助成功区
1 个回复 - 651 次查看 【作者(必填)】 [*]Sheri M Markose 【文题(必填)】 Systemic risk analytics: A data-driven multi-agent financial network【年份(必填)】 2013 【全文链接或数据库名称(选填)】https://link.springer.com/ ...2018-2-23 11:26 - waterup - 求助成功区
Modelling systemic risk and dependence structure between oil and stock markets u
1 个回复 - 543 次查看 【作者(必填)】 W Mensi， S Hammoudeh， SJH Shahzad， M Shahbaz 【文题(必填)】 Modelling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-b ...2018-2-10 08:16 - internet.hzx - 求助成功区
1 个回复 - 543 次查看 【作者(必填)】 W Mensi， S Hammoudeh， SJH Shahzad， M Shahbaz 【文题(必填)】 Modelling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-b ...2018-2-10 08:16 - internet.hzx - 求助成功区
Volatility, correlation and tails for systemic risk measurement
1 个回复 - 1076 次查看 【作者(必填)】 Christian T. Brownlees (New York University)Robert Engle (New York University)【文题(必填)】 Volatility, correlation and tails for systemic risk measurement 【年份(必填)】 Working P ...2018-1-16 21:44 - moretc - 求助成功区
1 个回复 - 1076 次查看 【作者(必填)】 Christian T. Brownlees (New York University)Robert Engle (New York University)【文题(必填)】 Volatility, correlation and tails for systemic risk measurement 【年份(必填)】 Working P ...2018-1-16 21:44 - moretc - 求助成功区
Systemic risk measures: the simpler the better?
2 个回复 - 482 次查看 【作者(必填)】 M Rodríguez-Moreno， JI Peña 【文题(必填)】 Systemic risk measures: the simpler the better?【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pape ...2018-1-3 23:21 - internet.hzx - 求助成功区
2 个回复 - 482 次查看 【作者(必填)】 M Rodríguez-Moreno， JI Peña 【文题(必填)】 Systemic risk measures: the simpler the better?【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pape ...2018-1-3 23:21 - internet.hzx - 求助成功区
Big Banks, Idiosyncratic Volatility, and Systemic Risk
1 个回复 - 1045 次查看 【作者(必填)】 Ricardo T. Fernholz Christoffer Koch 【文题(必填)】 Big Banks, Idiosyncratic Volatility, and Systemic Risk 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.aeaweb.or ...2017-12-22 21:31 - waterup - 求助成功区
1 个回复 - 1045 次查看 【作者(必填)】 Ricardo T. Fernholz Christoffer Koch 【文题(必填)】 Big Banks, Idiosyncratic Volatility, and Systemic Risk 【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www.aeaweb.or ...2017-12-22 21:31 - waterup - 求助成功区
Handbook of Systemic Risk
14 个回复 - 5227 次查看 书的链接：www.cambridge.org/us/academic/su ... dbook-systemic-risk 太大，分开传。 Contents Contributors Introduction PART I: DATA: THE PREREQUISITE FOR MANAGING SYSTEMIC RISK Data for System ...2014-5-24 23:02 - fanxy_fudan - 金融学（理论版）
14 个回复 - 5227 次查看 书的链接：www.cambridge.org/us/academic/su ... dbook-systemic-risk 太大，分开传。 Contents Contributors Introduction PART I: DATA: THE PREREQUISITE FOR MANAGING SYSTEMIC RISK Data for System ...2014-5-24 23:02 - fanxy_fudan - 金融学（理论版）
完全复制A Theoretical and Empirical Comparison of Systemic Risk Measures的代码0 个回复 - 1067 次查看 完全复制A Theoretical and Empirical Comparison of Systemic Risk Measures的matlab代码，是发表高质量论文的极好材料。 Sylvain Benoit, Gilbert Colletaz, Christophe Hurlin, Christophe Pérignony ...2017-11-22 23:07 - xiaorenwuhyl - 现金交易版
Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
10 个回复 - 978 次查看 【作者(必填)】Oh and Patton 【文题(必填)】Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads 【年份(必填)】2016 【全文链接或数据库名称(选填)】JBES正式版2017-11-6 20:35 - byliu - 求助成功区
10 个回复 - 978 次查看 【作者(必填)】Oh and Patton 【文题(必填)】Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads 【年份(必填)】2016 【全文链接或数据库名称(选填)】JBES正式版2017-11-6 20:35 - byliu - 求助成功区
Financial dollarization and systemic risks: New empirical evidence
2 个回复 - 716 次查看 【作者(必填)】Fabrício A.C. Vieira, Márcio Holland, Marco F. Resende, 【文题(必填)】Financial dollarization and systemic risks: New empirical evidence 【年份(必填)】2012 【全文链接或数据库名 ...2014-12-16 21:53 - 晓风月 - 求助成功区
2 个回复 - 716 次查看 【作者(必填)】Fabrício A.C. Vieira, Márcio Holland, Marco F. Resende, 【文题(必填)】Financial dollarization and systemic risks: New empirical evidence 【年份(必填)】2012 【全文链接或数据库名 ...2014-12-16 21:53 - 晓风月 - 求助成功区
The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing
9 个回复 - 820 次查看 【作者(必填)】 作者: Li, Xi; Sullivan, Rodney N.; Garcia-Feijoo, Luis 【文题(必填)】 The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing 【年份(必填)】 2016 【全文链接或 ...2017-10-28 11:20 - gregoryxue - 求助成功区
9 个回复 - 820 次查看 【作者(必填)】 作者: Li, Xi; Sullivan, Rodney N.; Garcia-Feijoo, Luis 【文题(必填)】 The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing 【年份(必填)】 2016 【全文链接或 ...2017-10-28 11:20 - gregoryxue - 求助成功区
Measuring systemic risk in the European banking sector: A Copula CoVaR approach
1 个回复 - 677 次查看 【作者(必填)】 EN Karimalis∗， N Nomikos† 【文题(必填)】 Measuring systemic risk in the European banking sector: A Copula CoVaR approach【年份(必填)】 2017 【全文链接或数据库名称(选填 ...2017-9-24 08:26 - internet.hzx - 求助成功区
1 个回复 - 677 次查看 【作者(必填)】 EN Karimalis∗， N Nomikos† 【文题(必填)】 Measuring systemic risk in the European banking sector: A Copula CoVaR approach【年份(必填)】 2017 【全文链接或数据库名称(选填 ...2017-9-24 08:26 - internet.hzx - 求助成功区
Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal E
9 个回复 - 1280 次查看 【作者(必填)】 sdf 【文题(必填)】 Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academ ...2017-9-8 00:58 - internet.hzx - 求助成功区
9 个回复 - 1280 次查看 【作者(必填)】 sdf 【文题(必填)】 Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academ ...2017-9-8 00:58 - internet.hzx - 求助成功区
Measuring Systemic Risk
3 个回复 - 675 次查看 【作者(必填)】 sdf 【文题(必填)】 Measuring Systemic Risk【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academic.oup.com/rfs/article/30/1/2/2682977/Measuring-Systemic-Risk2017-9-5 21:23 - internet.hzx - 求助成功区
3 个回复 - 675 次查看 【作者(必填)】 sdf 【文题(必填)】 Measuring Systemic Risk【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academic.oup.com/rfs/article/30/1/2/2682977/Measuring-Systemic-Risk2017-9-5 21:23 - internet.hzx - 求助成功区
Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads
1 个回复 - 460 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-25 09:06 - internet.hzx - 求助成功区
1 个回复 - 460 次查看 【作者(必填)】 Patton 【文题(必填)】 Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-25 09:06 - internet.hzx - 求助成功区
Systemic risk measures: The simpler the better?
3 个回复 - 1122 次查看 【作者(必填)】 [*]María Rodríguez-Morenoa, , , [*]Juan Ignacio Peñab, 【文题(必填)】 Systemic risk measures: The simpler the better?【年份(必填)】 2013 【全文链接或数据库名称(选填)】htt ...2015-12-19 13:32 - internet.hzx - 求助成功区
3 个回复 - 1122 次查看 【作者(必填)】 [*]María Rodríguez-Morenoa, , , [*]Juan Ignacio Peñab, 【文题(必填)】 Systemic risk measures: The simpler the better?【年份(必填)】 2013 【全文链接或数据库名称(选填)】htt ...2015-12-19 13:32 - internet.hzx - 求助成功区
Tail risk and systemic risk of US and Eurozone financial institutions in the wak
2 个回复 - 554 次查看 【作者(必填)】 etmansa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspaceOpens the author workspace. Author links open the au ...2017-8-23 22:45 - internet.hzx - 求助成功区
2 个回复 - 554 次查看 【作者(必填)】 etmansa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspaceOpens the author workspace. Author links open the au ...2017-8-23 22:45 - internet.hzx - 求助成功区
The information in systemic risk rankings
1 个回复 - 509 次查看 【作者(必填)】 FedericoNuceraa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace.Ber ...2017-8-23 22:40 - internet.hzx - 求助成功区
1 个回复 - 509 次查看 【作者(必填)】 FedericoNuceraa. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace.Ber ...2017-8-23 22:40 - internet.hzx - 求助成功区
Modeling systemic risk and dependence structure between oil and stock markets us
1 个回复 - 534 次查看 【作者(必填)】 WalidMensia. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceb. Numbers and letters correspond to the affiliation list. Click to expose ...2017-8-23 22:11 - internet.hzx - 求助成功区
1 个回复 - 534 次查看 【作者(必填)】 WalidMensia. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceb. Numbers and letters correspond to the affiliation list. Click to expose ...2017-8-23 22:11 - internet.hzx - 求助成功区
Bank ownership, financial segments and the measurement of systemic risk: An appl
1 个回复 - 575 次查看 【作者(必填)】 Anastassios A.Drakos. Author links open the author workspace.Georgios P.Kouretas 【文题(必填)】 Bank ownership, financial segments and the measurement of systemic risk: An applicatio ...2017-8-23 22:07 - internet.hzx - 求助成功区
1 个回复 - 575 次查看 【作者(必填)】 Anastassios A.Drakos. Author links open the author workspace.Georgios P.Kouretas 【文题(必填)】 Bank ownership, financial segments and the measurement of systemic risk: An applicatio ...2017-8-23 22:07 - internet.hzx - 求助成功区
Transatlantic systemic risk
1 个回复 - 613 次查看 【作者(必填)】 MonikaTrapp1. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace.Claudi ...2017-8-4 00:44 - internet.hzx - 求助成功区
1 个回复 - 613 次查看 【作者(必填)】 MonikaTrapp1. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceOpens the author workspace. Author links open the author workspace.Claudi ...2017-8-4 00:44 - internet.hzx - 求助成功区
Systemic risk in the European sovereign and banking system
1 个回复 - 412 次查看 【作者(必填)】 Simon Xu[/backcolor], Francis In[/backcolor], Catherine Forbes[/backcolor] & Inchang Hwang[/backcolor] 【文题(必填)】 Systemic risk in the European sovereign and banking system【年份 ...2017-8-4 00:46 - internet.hzx - 求助成功区
1 个回复 - 412 次查看 【作者(必填)】 Simon Xu[/backcolor], Francis In[/backcolor], Catherine Forbes[/backcolor] & Inchang Hwang[/backcolor] 【文题(必填)】 Systemic risk in the European sovereign and banking system【年份 ...2017-8-4 00:46 - internet.hzx - 求助成功区
Principal Components as a Measure of Systemic Risk_Kritzman
3 个回复 - 1809 次查看 推荐一篇关于量化市场风险的论文。2013-4-4 22:41 - 石头@08WE - 金融学（理论版）
3 个回复 - 1809 次查看 推荐一篇关于量化市场风险的论文。2013-4-4 22:41 - 石头@08WE - 金融学（理论版）
Measuring Systemic Risk: Copula CoVaR
2 个回复 - 1177 次查看 【作者(必填)】 Kuan-Heng Chen;Khaldoun Khashanah 【文题(必填)】Measuring Systemic Risk: Copula CoVaR 【年份(必填)】 2014 【全文链接或数据库名称(选填)】 https://papers.ssrn.com/sol3/papers.cfm?a ...2016-11-23 09:15 - moretc - 求助成功区
2 个回复 - 1177 次查看 【作者(必填)】 Kuan-Heng Chen;Khaldoun Khashanah 【文题(必填)】Measuring Systemic Risk: Copula CoVaR 【年份(必填)】 2014 【全文链接或数据库名称(选填)】 https://papers.ssrn.com/sol3/papers.cfm?a ...2016-11-23 09:15 - moretc - 求助成功区
Big Banks, Idiosyncratic Volatility, and Systemic Risk
1 个回复 - 970 次查看 【作者(必填)】 [*]Ricardo T. Fernholz [*]Christoffer Koch 【文题(必填)】 Big Banks, Idiosyncratic Volatility, and Systemic Risk【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www ...2017-7-21 15:57 - waterup - 求助成功区
1 个回复 - 970 次查看 【作者(必填)】 [*]Ricardo T. Fernholz [*]Christoffer Koch 【文题(必填)】 Big Banks, Idiosyncratic Volatility, and Systemic Risk【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://www ...2017-7-21 15:57 - waterup - 求助成功区
Modeling systemic risk and dependence structure between oil and stock markets us
8 个回复 - 1026 次查看 【作者(必填)】 WalidMensia. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceb. Numbers and letters correspond to the affiliation list. Click to expose ...2017-7-18 18:17 - internet.hzx - 求助成功区
8 个回复 - 1026 次查看 【作者(必填)】 WalidMensia. Numbers and letters correspond to the affiliation list. Click to expose these in author workspaceb. Numbers and letters correspond to the affiliation list. Click to expose ...2017-7-18 18:17 - internet.hzx - 求助成功区
Systemic risk and the refinancing ratchet effect
3 个回复 - 876 次查看 【作者(必填)】Amir E. Khandania, c, Andrew W. Lob, c, d, , , Robert C. Mertonb 【文题(必填)】Systemic risk and the refinancing ratchet effect 【年份(必填)】2013 【全文链接或数据库名称(选填)】ht ...2013-12-19 01:20 - winniechansy - 求助成功区
3 个回复 - 876 次查看 【作者(必填)】Amir E. Khandania, c, Andrew W. Lob, c, d, , , Robert C. Mertonb 【文题(必填)】Systemic risk and the refinancing ratchet effect 【年份(必填)】2013 【全文链接或数据库名称(选填)】ht ...2013-12-19 01:20 - winniechansy - 求助成功区
Dynamic Systemic Risk Networks: A Note
1 个回复 - 780 次查看 【作者(必填)】 Sanjiv Ranjan Das[/backcolor]【文题(必填)】 Dynamic Systemic Risk Networks: A Note【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_ ...2017-7-2 22:04 - waterup - 求助成功区
1 个回复 - 780 次查看 【作者(必填)】 Sanjiv Ranjan Das[/backcolor]【文题(必填)】 Dynamic Systemic Risk Networks: A Note【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://papers.ssrn.com/sol3/papers.cfm?abstract_ ...2017-7-2 22:04 - waterup - 求助成功区
Measuring Systemic Risk
3 个回复 - 1372 次查看 《Measuring Systemic Risk》 此片论文发表在2017年Review of Financial Studies。 在此片论文中作者使用资产和信用违约互换的市场数据向读者展示了systemic expected shortfall（the amount a bank’s equity dr ...2017-6-1 03:27 - DuShu16 - 金融学（理论版）
3 个回复 - 1372 次查看 《Measuring Systemic Risk》 此片论文发表在2017年Review of Financial Studies。 在此片论文中作者使用资产和信用违约互换的市场数据向读者展示了systemic expected shortfall（the amount a bank’s equity dr ...2017-6-1 03:27 - DuShu16 - 金融学（理论版）
