When does low interconnectivity cause systemic risk? (English)
- New search for: Saltoglu, Burak
- New search for: Yenilmez, Taylan
- New search for: Saltoglu, Burak
- New search for: Yenilmez, Taylan
In:
Quantitative Finance
;
15
, 12
;
1933-1942
;
2015
- Article (Journal) / Electronic Resource
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Title:When does low interconnectivity cause systemic risk?
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Contributors:Saltoglu, Burak ( author ) / Yenilmez, Taylan ( author )
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Published in:Quantitative Finance ; 15, 12 ; 1933-1942
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Publisher:
- New search for: Routledge
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Publication date:2015-12-02
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Size:10 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 15, Issue 12
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1901
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Cross-sectional universalities in financial time seriesZumbach, Gilles et al. | 2015
- 1913
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Risk-Sensitive Investment ManagementDanilova, Albina et al. | 2015
- 1915
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Calendar| 2015
- 1917
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The impact of Basel III on financial (in)stability: an agent-based credit network approachKrug, Sebastian / Lengnick, Matthias / Wohltmann, Hans-Werner et al. | 2015
- 1933
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When does low interconnectivity cause systemic risk?Saltoglu, Burak / Yenilmez, Taylan et al. | 2015
- 1943
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Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response modelsPérez–Rodríguez, Jorge V. / Gómez–Déniz, Emilio et al. | 2015
- 1963
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Stochastic modelling of herd behaviour indicesGuillaume, Florence / Linders, Daniël et al. | 2015
- 1979
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A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distressCheng, Ching-Hsue / Wang, Ssu-Hsiang et al. | 2015
- 1995
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Pricing and static hedging of European-style double barrier options under the jump to default extended CEV modelDias, José Carlos / Nunes, João Pedro Vidal / Ruas, João Pedro et al. | 2015
- 2011
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Pricing options on discrete realized variance with partially exact and bounded approximationsZheng, Wendong / Kwok, Yue Kuen et al. | 2015
- 2021
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Effects of market default risk on index option risk-neutral momentsAndreou, Panayiotis C. et al. | 2015
- 2041
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A new closed-form solution as an extension of the Black–Scholes formula allowing smile curve plottingJerbi, Yacin et al. | 2015
- 2053
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Maximizing survival, growth and goal reaching under borrowing constraintsYener, Haluk et al. | 2015
- ebi
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Editorial Board| 2015