Global Financial Risks, CVaR and Contagion Management
The September 2008 collapse of Lehman Brothers was the 9/11 on Wall Street, and many articles had been written on the changes in the global risk landscape that followed. However, there is scarcity of rigorous studies using empirical data and advanced econometric methods to verify such a change and t...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2012
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| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3239 https://ink.library.smu.edu.sg/context/lkcsb_research/article/4238/viewcontent/7._20Kian.pdf |
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| Institution: | Singapore Management University |
| Language: | English |