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pro vyhledávání: '"Pinheiro, Leonardo dos Santos"'
Publikováno v:
Repositório Institucional do FGVFundação Getulio VargasFGV.
Submitted by Leonardo dos Santos Pinheiro (leosantospinheiro@gmail.com) on 2016-06-02T18:33:50Z No. of bitstreams: 2 Financial Contagion - Dissertação - LeonardoPinheiro.pdf: 1328214 bytes, checksum: 0141b48f53d9580a67ffa444441edfcb (MD5) Annex B -
Externí odkaz:
http://hdl.handle.net/10438/16589
This work develops an agent-based model for the study of how the leverage through the use of repurchase agreements can function as a mechanism for the propagation and amplification of financial shocks in a financial system. Based on the analysis of f
Externí odkaz:
http://arxiv.org/abs/1703.07513
Many new models for measuring financial contagion have been presented recently. While these models have not been specified for investment funds directly, there are many similarities that could be explored to extend the models. In this work we explore
Externí odkaz:
http://arxiv.org/abs/1603.03458
Akademický článek
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