[PDF.26pw] Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model

Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model

[PDF.lu31] Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model

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 |  2015-11-12 |  2015-11-12 | File type: PDF

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||About the Author|Viola Fabbrini has collaborated as a researcher with Bocconi University, Italy, and she is a mergers and acquisition advisor in the US. ||Massimo Guidolin is Professor of Finance at Bocconi University and Director of Bocconi'

Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil.


This book uses modern linear and non-linear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted ...

You can specify the type of files you want, for your gadget.Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets: An Empirical Model   |  Massimo Guidolin, Viola Fabbrini, Manuela Pedio. A good, fresh read, highly recommended.

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