The Global Financial Crisis /
The Global Financial Crisis /
Mark P. Taylor and Richard H. Clarida, editores.
- Abingdon, Oxon : New York : Routledge ; Taylor & Francis, 2011.
- 188 p. : il. ; 28 cm.
Incluye referencias bibliográficas e índice.
1. Introduction: The global financial crisis: introduction and overview; 2. What were they thinking? Reports from interviews with senior finance executives in the lead-up to the GFC; 3. How did the Fed do? An empirical assessment of the Fed's new initiatives in the financial crisis; 4. The put problem with buying toxic assets; 5. Global financial crisis and US interest rate swap spreads; 6. Were there warning signals from banking sectors for the 2008/2009 global financial crisis? 7. Extreme value modelling for forecasting market crisis impacts8. The correlation structure of FX option markets before and since the financial crisis; 9. Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis; 10. A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?; 11. Comparing the performance of relative stock return differential and real exchange rate in two financial crises. 12. Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis13. Another consequence of the economic crisis: a decrease in migrants' remittances
9780415589147 (hbk) 9780415657921 (pbk)
Crisis financiera.
Crisis financiera global.
HB3717 / G56 2011
Incluye referencias bibliográficas e índice.
1. Introduction: The global financial crisis: introduction and overview; 2. What were they thinking? Reports from interviews with senior finance executives in the lead-up to the GFC; 3. How did the Fed do? An empirical assessment of the Fed's new initiatives in the financial crisis; 4. The put problem with buying toxic assets; 5. Global financial crisis and US interest rate swap spreads; 6. Were there warning signals from banking sectors for the 2008/2009 global financial crisis? 7. Extreme value modelling for forecasting market crisis impacts8. The correlation structure of FX option markets before and since the financial crisis; 9. Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis; 10. A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?; 11. Comparing the performance of relative stock return differential and real exchange rate in two financial crises. 12. Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis13. Another consequence of the economic crisis: a decrease in migrants' remittances
9780415589147 (hbk) 9780415657921 (pbk)
Crisis financiera.
Crisis financiera global.
HB3717 / G56 2011
