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Systemic risk tomography = signals, measurement and transmission channels /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Systemic risk tomography/ edited by Monica Billio, Loriana Pelizzon, Roberto Savona.
Reminder of title:	signals, measurement and transmission channels /
other author:	Billio, Monica,
Published:	Oxford :Elsevier Ltd. : : 2017.,
Description:	1 online resource (xxi, 278 p.)
Subject:	Financial risk - Mathematical models. -
Online resource:	https://www.sciencedirect.com/science/book/9781785480850
ISBN:	9780081011768 (electronic bk.)

Systemic risk tomography = signals, measurement and transmission channels /
Systemic risk tomographysignals, measurement and transmission channels /[electronic resource] :edited by Monica Billio, Loriana Pelizzon, Roberto Savona. - Oxford :Elsevier Ltd. :2017. - 1 online resource (xxi, 278 p.)

Includes bibliographical references and index.

Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement.

ISBN: 9780081011768 (electronic bk.)

Nat. Bib. No.: GBB6J5197bnbSubjects--Topical Terms:

997101
Financial risk
--Mathematical models.Index Terms--Genre/Form:

554714
Electronic books.

LC Class. No.: HG106 / .S97 2017

Dewey Class. No.: 338.5

Systemic risk tomography = signals, measurement and transmission channels /
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245 0 0 $a Systemic risk tomography $h [electronic resource] : $b signals, measurement and transmission channels / $c edited by Monica Billio, Loriana Pelizzon, Roberto Savona.
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300 $a 1 online resource (xxi, 278 p.)
504 $a Includes bibliographical references and index.
505 0 $a Part 1. Risk Connections and Systemic Risk Indicators 1. Systemic Risk via Dynamic Correlations 2. Systemic Risk and Financial Interconnectedness: Network Measures and the Impact of the Indirect Effect 3. Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 4. Onset of Financial Instability Studied via Agent-based Models Part 2. Early Warning System for Systemic Risk(s) 5. Score-driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 6. Model-based Business Cycle and Financial Cycle Decomposition for Europe and the United States 7. Danger Zones for the Financial System 8. Risk Monitoring Systems in Real-time Based on Dynamic Factor Models Part 3. Policy Implications 9. Policy Lessons from Systemic Risk Modeling and Measurement.
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650 0 $a Macroeconomics $x Econometric models. $3 681396
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700 1 $a Savona, Roberto, $e editor. $3 1371973
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