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...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2012
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/3239 https://ink.library.smu.edu.sg/context/lkcsb_research/article/4238/viewcontent/7._20Kian.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|