搜索结果: 1-15 共查到“Financial Crises”相关记录17条 . 查询时间(0.093 秒)
Discussion of “Financial Crises and Risk Premia” by Tyler Muir
Financial Crises Risk Premia Tyler Muir
font style='font-size:12px;'>
2014/3/18
Figure 7: I plot the log of the ratio of intermediary equity to GDP (black line, right axis,
decreasing scale) which is the state variable in the model, along with the subsequent 5 year
excess retur...
Discussion of "Financial Crises and Risk Premia"
Financial Crises Risk Premia
font style='font-size:12px;'>
2014/3/18
Discussion of "Financial Crises and Risk Premia"。
Identifying financial crises in real time
Time series analysis fluctuation phenomena interdisciplinary physics econophysics financial markets fractals
font style='font-size:12px;'>
2012/4/28
In this work we develop a new measure to study the behavior of stochastic time series, which permits to distinguish events which are different from the ordinary, like financial crises. We identify fro...
Real Output Costs of Financial Crises: A Loss Distribution Approach
Real Output Costs Financial Crises Loss Distribution Approach Risk Management
font style='font-size:12px;'>
2012/3/2
The adverse effects of financial crises in terms of output losses or output growth below its potential can be treated like losses from catastrophic events which have a low likelihood but a large impac...
The Macroeconomics of Financial Crises: How Risk Premiums and Liquidity Traps Affect Policy Options
Financial crisis Credit crunch Liquidity trap Risk premiums Policy options Fiscal policy Monetary policy
font style='font-size:12px;'>
2011/8/21
The paper offers an overview of what structural models of the IS-LM and Mundell-Fleming variety can tell about the macroeconomics of economic crises. In addition to demonstrating how the emergence of ...
Is Monetary Policy Effective during Financial Crises?
monetary policy economic crisis improve economic conditions global financial crisis
font style='font-size:12px;'>
2011/8/21
The article discusses the effectiveness of monetary policy during times of economic crisis. The author addresses arguments concerning perceived failures of U.S. monetary policy to improve economic con...
A MARKET-BASED REGULATORY POLICY TO AVOID FINANCIAL CRISES
economic regulatory policies financial institutions long-term debt levels
font style='font-size:12px;'>
2011/8/21
The article discusses the use of economic regulatory policies based on markets to avoid financial crises such as the global financial crisis of 2008 and 2009. Topics include the too-big-to-fail policy...
Financial Reporting and Financial Crises: The Case for Measuring Financial Instruments at Fair Value in the Financial Statements
Financial Crises Measuring Financial Fair Value
font style='font-size:12px;'>
2011/8/20
The Financial Accounting Standards Board (FASB) (2010) proposes that all financial instruments be measured at fair value in the financial statements. This commentary provides one Board member's reason...
A Nonlinear Dynamic Model of the Financial Crises Contagions
Financial Crises Contagion Stock Return Rate Nonlinear Dynamics Model Limit Cycle
font style='font-size:12px;'>
2013/1/28
Employing the Differential Dynamics Method, a nonlinear dynamic model is set up to describe the international financial crises contagion within a short time between two countries. The two countries’ c...
Financial crises and the evaporation of trust
Financial crises evaporation of trust
font style='font-size:12px;'>
2010/11/2
Trust lies at the crux of most economic transactions, with credit markets being a notable example. Drawing on insights from the liter-ature on coordination games and network growth, we develop a simpl...
Are Financial Crises Always Bad?
Financial Crises Bad
font style='font-size:12px;'>
2014/11/28
The sub-prime mortgage crisis has raised some crucial questions:
Why do we need a Central bank? What should the Central bank do?
Casual observation suggests that the central banking techniques
deve...
Doves and hawks in economics revisited. An evolutionary quantum game theory-based analysis of financial crises
Doves hawks evolutionary quantum game theory-based
font style='font-size:12px;'>
2010/11/1
The last financial and economic crisis demonstrated the dysfunctional long-term effects of aggressive behaviour in financial markets. Yet, evolutionary game theory predicts that under the condition of...
How TO AvoID INTERNATIONAL FINANCIAL CRISES
INTERNATIONAL FINANCIAL CRISES Compromise Systems European Monetary System exchange rates
font style='font-size:12px;'>
2008/11/17
Polar Arrangements and Compromise Systems
Financial crises of the kind experienced in Mexico and East Asia
repeat speculative episodes experienced within the European Monetary
System and earlier un...
INTERNATIONAL FINANCIAL CRISES:MYTHS AND REALITIES
INTERNATIONAL FINANCIAL CRISES international transmission trade flows
font style='font-size:12px;'>
2008/11/17
International transmission offinancial crises under the goldstandard
was a well-understood phenomenon. Changes in the gold, monetary,
capital, and trade flows from one country affected prices, incom...
INTRODUCTION INTERNATIONAL FINANCIAL CRISES:WHAT ROLE FOR GOVERNMENT?
FINANCIAL CRISES ROLE GOVERNMENT
font style='font-size:12px;'>
2008/11/10
If investment flows are to continue to emerging economies,
a new means must be found to bring predictability to
the resolution of unsustainable sovereign debt. But will
this be imposed by fiat or e...