TY - BOOK AU - Taylor,Mark P. AU - Clarida,Richard H. TI - The Global Financial Crisis SN - 9780415589147 (hbk) AV - HB3717 G56 2011 PY - 2011/// CY - Abingdon, Oxon, New York PB - Routledge, Taylor & Francis KW - Crisis financiera KW - lemb KW - Crisis financiera global N1 - 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 ER -