✦ LIBER ✦

Financial markets in times of stress

✍ Scribed by Graciela L Kaminsky; Carmen M Reinhart

Book ID: 117470027
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 145 KB
Volume: 69
Category: Article
ISSN: 0304-3878
DOI: 10.1016/s0304-3878(02)00096-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Correlation of financial markets in time

Correlation of financial markets in times of crisis

✍ Leonidas Sandoval Junior; Italo De Paula Franca 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 764 KB

Waiting time distributions in financial

Waiting time distributions in financial markets

✍ Sabatelli, L.; Keating, S.; Dudley, J.; Richmond, P. 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 97 KB

Hitting time distributions in financial

Hitting time distributions in financial markets

✍ Davide Valenti; Bernardo Spagnolo; Giovanni Bonanno 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 324 KB

We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-yea

Equilibrium in Continuous-Time Financial

Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets

✍ Robert M. Anderson; Roberto C. Raimondo 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 539 KB

Trust in Financial Markets

✍ Colin Mayer 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 111 KB

Persistence in financial markets

✍ S. Jain; P. Buckley 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 157 KB