DOCUMENT RESOURCES FOR EVERYONE
Documents tagged
MEM and SEM in the GME framework: Modelling Perception and Satisfaction - Carpita, Ciavolino. December, 10 2013
Documents MEM and SEM in the GME framework: Modelling Perception and Satisfaction - Carpita, Ciavolino....

1. SYstemic Risk TOmography:Signals, Measurements, Transmission Channels, andPolicy InterventionsMEM and SEM in the GMEframework: ModellingPerception andSatisfactionMaurizio…

Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms” by Lucas
Economy & Finance Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for...

1. Discussion of “Systemic and Systematic risk” by Billio et al. and “CDS based indicators for systemic risk of Euro area sovereigns and for Euro area financial firms”…

Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich. July, 2 2014
Economy & Finance Bank Interconnectedness What determines the links? - Puriya Abbassi, Christian Brownlees, Christina....

1. Bank Interconnectedness What determines the links? SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions Puriya Abbassi, Natalia…

Detecting Financial Danger Zones with Machine Learning - Marika Vezzoli. December, 15 2014
Economy & Finance Detecting Financial Danger Zones with Machine Learning - Marika Vezzoli. December, 15 2014

Detecting Financial Danger Zones with Machine Learning SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions Marika Vezzoli Department…

Measuring the behavioral component of financial fluctuaction. An analysis based on the S&P 500 - Caporin M., Corazzini L., Costola M. - November 8, 2013.
Economy & Finance Measuring the behavioral component of financial fluctuaction. An analysis based on the S&P 500 -...

Measuring the behavioral component of financial fluctuaction. An analysis based on the S&P 500. SYstemic Risk TOmography: Signals, Measurements, Transmission Channels,…

Sovereign credit risk, liquidity, and the ecb intervention: deus ex machina? - Loriana Pelizzon, Marti Subrahmanyam, Davide Tomio, Jun Uno. June, 5 2014
Economy & Finance Sovereign credit risk, liquidity, and the ecb intervention: deus ex machina? - Loriana Pelizzon,...

1. SOVEREIGN CREDIT RISK, LIQUIDITY, AND THE ECB INTERVENTION: DEUS EX MACHINA? SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions…

On the (ab)use of Omega? - Caporin M., Costola M., Jannin G., Maillet B. December 15, 2013.
Economy & Finance On the (ab)use of Omega? - Caporin M., Costola M., Jannin G., Maillet B. December 15, 2013.

1. On the (ab)use of Omega? SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions M.Caporin,University ofPadova (Italy) M. Costola,Ca'Foscari…

A GARCH analysis of dark-pool trades - Philippe de Peretti, Oren J. Tapiero .December, 15 2013
Data & Analytics A GARCH analysis of dark-pool trades - Philippe de Peretti, Oren J. Tapiero .December, 15 2013

1. A GARCH analysis of dark-pool trades SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy Interventions Philippe de Peretti Centre d’Economie…

Measuring credit risk in a large banking system: econometric modeling and empirics - Andre Lucas, Bernd Schwaab, Xin Zhang. June, 7 2013
Economy & Finance Measuring credit risk in a large banking system: econometric modeling and empirics - Andre Lucas,...

1. Measuring credit risk in a large banking system: econometric modeling and empirics* SYstemic Risk TOmography: Signals, Measurements, Transmission Channels, and Policy…

Popular Categories
Relevant Tags