Viola Fabbrini: 1 book
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets
An Empirical Model
Language: English
Release Date: November 12, 2015
Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil. This book uses modern linear and non-linear econometric methods...
