Transmission channels of financial shocks to stock, bond, and asset-backed markets: an empirical model
Gespeichert in:
Beteiligte Personen: | , , |
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Format: | Buch |
Sprache: | Englisch |
Veröffentlicht: |
London
Palgrave Macmillan
2016
|
Schriftenreihe: | Palgrave pivot
|
Schlagwörter: | |
Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028600176&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
Beschreibung: | Includes bibliographical references and index |
Umfang: | x, 131 Seiten Illustrationen |
ISBN: | 9781137561381 |
Internformat
MARC
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245 | 1 | 0 | |a Transmission channels of financial shocks to stock, bond, and asset-backed markets |b an empirical model |c Viola Fabbrini (Researcher, Bocconi University, Italy), Massimo Guidolin (Professor fo Finance, Bocconi University, Italy) and Manuela Pedio (Researcher, Bocconi University, Italy) |
264 | 1 | |a London |b Palgrave Macmillan |c 2016 | |
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650 | 4 | |a Financial crises / Europe | |
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943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-028600176 |
Datensatz im Suchindex
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adam_text | Contents
List of Figures
List of Tables
Preface
1
2
3
4
5
6
7
8
The Background: Channels of Contagion
in the US Financial Crisis
Methodology
The Data
Estimates of Single-State VAR Models
Results from Markov Switching Models
Estimating and Disentangling the
Contagion Channels
the US and European
References
Index
|
any_adam_object | 1 |
author | Fabbrini, Viola Guidolin, Massimo 1968- Pedi, Manuela |
author_GND | (DE-588)129674087 |
author_facet | Fabbrini, Viola Guidolin, Massimo 1968- Pedi, Manuela |
author_role | aut aut aut |
author_sort | Fabbrini, Viola |
author_variant | v f vf m g mg m p mp |
building | Verbundindex |
bvnumber | BV043176099 |
classification_rvk | QK 600 |
ctrlnum | (OCoLC)928630168 (DE-599)BVBBV043176099 |
dewey-full | 338.5/42 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 338 - Production |
dewey-raw | 338.5/42 |
dewey-search | 338.5/42 |
dewey-sort | 3338.5 242 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV043176099 |
illustrated | Illustrated |
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institution | BVB |
isbn | 9781137561381 |
language | English |
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physical | x, 131 Seiten Illustrationen |
publishDate | 2016 |
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publisher | Palgrave Macmillan |
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spellingShingle | Fabbrini, Viola Guidolin, Massimo 1968- Pedi, Manuela Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model Financial crises / United States Financial crises / Europe Markov processes Schock Wirtschaft (DE-588)4322439-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Übertragung (DE-588)4139489-6 gnd |
subject_GND | (DE-588)4322439-8 (DE-588)4073788-3 (DE-588)4139489-6 (DE-588)4143413-4 |
title | Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model |
title_auth | Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model |
title_exact_search | Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model |
title_full | Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model Viola Fabbrini (Researcher, Bocconi University, Italy), Massimo Guidolin (Professor fo Finance, Bocconi University, Italy) and Manuela Pedio (Researcher, Bocconi University, Italy) |
title_fullStr | Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model Viola Fabbrini (Researcher, Bocconi University, Italy), Massimo Guidolin (Professor fo Finance, Bocconi University, Italy) and Manuela Pedio (Researcher, Bocconi University, Italy) |
title_full_unstemmed | Transmission channels of financial shocks to stock, bond, and asset-backed markets an empirical model Viola Fabbrini (Researcher, Bocconi University, Italy), Massimo Guidolin (Professor fo Finance, Bocconi University, Italy) and Manuela Pedio (Researcher, Bocconi University, Italy) |
title_short | Transmission channels of financial shocks to stock, bond, and asset-backed markets |
title_sort | transmission channels of financial shocks to stock bond and asset backed markets an empirical model |
title_sub | an empirical model |
topic | Financial crises / United States Financial crises / Europe Markov processes Schock Wirtschaft (DE-588)4322439-8 gnd Kreditmarkt (DE-588)4073788-3 gnd Übertragung (DE-588)4139489-6 gnd |
topic_facet | Financial crises / United States Financial crises / Europe Markov processes Schock Wirtschaft Kreditmarkt Übertragung Europa USA Aufsatzsammlung |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028600176&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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