All ebooks by Serge Darolles in PDF and EPUB

1 Book(s)


Add to my wish list Contagion Phenomena with Applications in Finance Serge Darolles , Christian Gourieroux 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... Publication date: 2015-08-26 Format: PDF, epub DRM-free Publisher: Iste Press - Elsevier PDF epub DRM-free Add to basket £67,51

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Contagion Phenomena with Applications in Finance

Serge Darolles , Christian Gourieroux

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...

Publication date: 2015-08-26

Format: PDF, epub DRM-free

Publisher: Iste Press - Elsevier

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£67,51

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