Empirical methods for analysing the risks of financial crises

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Published 2003 by Institut für Wirtschaftsforschung Halle in Halle .
Written in

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Edition Notes

Statement	David M. Kemme ... [et al.].
Series	Sonderheft -- 3/2003
Contributions	Kemme, David M., Institut für Wirtschaftsforschung Halle.
ID Numbers
Open Library	OL19856443M
ISBN 10	3930963744

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A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy By Dale F. Gray, Robert C. Merton, Zvi Bodie Introduction Vulnerability of a national economy to volatility in the global . financial risk management approaches. Industrial trends and practices that cause risks and business turbulence are also considered without reviewing their empirical linkages (Narasimhan and Talliri, .

summer and how the financial system should be reformed in terms of institutions and regulations to prevent such damaging episodes in future. Despite its severity and its ample effects, the current crisis .   The global economic meltdown caused by the subprime mortgage crisis in the United States in along with its subsequent adverse effects on the economy, financial participants Author: Lilesh Sookye, Aleesha Mohamudally-Boolaky. A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy Dale F. Gray, Robert C. Merton, Zvi Bodie. NBER Working Paper No. Issued in October NBER .

Risk Analysis in Finance and Insurance, Second Edition presents an accessible yet comprehensive introduction to the main concepts and methods that transform risk management into a quantitative Cited by: Global financial crisis, risk analysis and risk measurement. The empirical results of this study show that credit crunches and asset busts result in a substantial decline in credit and asset prices, i.e., 15–50%. Cited by: The Financial Crisis and the Policy Responses: An Empirical Analysis of What Went Wrong Rock Center for Corporate Governance Working Paper No. 30, NBER Working Paper No. w Number of Cited by: