Financial contagion : the viral threat to the wealth of nations

Financial contagion : the viral threat to the wealth of nations / Robert W. Kolb, editor.

"The latest insights on financial contagion and how both nations and investors can effectively deal with it The domino-style structure in which the financial system exists is a perilous one. Although historically, the financial system has been able to deal with major shocks, the fact remains th...

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Bibliographic Details
Other Authors: Kolb, Robert W., 1949-
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, 2011.
Series:Robert W. Kolb series in finance.
Subjects:
Financial crises.
International finance.
Financial risk management.
BUSINESS & ECONOMICS > Finance.
Financial crises
Financial risk management
International finance
Online Access:Click for online access
Table of Contents:
  • FINANCIALCONTAGION; Contents; Introduction; Acknowledgments; PART ONE Contagion: Theory and Identification; 1 What Is Financial Contagion?; 2 Correlation Analysis of Financial Contagion; 3 Uncertainty and Contagion; 4 Contagion Dating through Market Interdependence Analysis and Correlation Stability; 5 Contagion or Interdependence: Does the Speed of the Transmission of Shocks Matter?; 6 Modeling International Financial Markets Contagion: Using Copula and Risk Appetite; 7 The Origins and Resolution of Financial Crises: A Policy Dilemma.

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