书目详细信息
： Quantifying systemic risk /
书目信息 机读格式(MARC)
| ISBN： | 9780226319285 (hbk.) |
|---|---|
| ISBN： | 9780226921969 (e-book) |
| 编目源： | ICU/DLC ICU |
| 题名： | Quantifying systemic risk / edited by Joseph G. Haubrich and Andrew W. Lo. |
| 索书号： | F830.9/H368E |
| 出版发行项： | Chicago ; London : The University of Chicago Press, 2012. |
| 载体形态： | xi, 273 p. : ill. ; 25 cm. |
| 书目附注： | Includes bibliographical references and indexes. |
| 格式化内容附注： | Introduction / Joseph G. Haubrich and Andrew W. Lo -- Systemic risk and financial innovation: towards a "unified" approach / Henry T. C. Hu -- Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne -- Comment: Mikhail Oet -- Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand -- Comment: Bruce Mizrach, Terence C. Burnham -- Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta -- Comment: Hao Zhou -- Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen -- Comment: Ben Craig -- How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson -- Comment: Mathias Drehmann -- The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey -- Comment: Joseph G. Haubrich. |