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The Resource Quantifying systemic risk, edited by Joseph G. Haubrich and Andrew W. Lo

Quantifying systemic risk, edited by Joseph G. Haubrich and Andrew W. Lo

Label
Quantifying systemic risk
Title
Quantifying systemic risk
Statement of responsibility
edited by Joseph G. Haubrich and Andrew W. Lo
Contributor
Subject
Genre
Language
eng
Member of
Cataloging source
ICU/DLC
Dewey number
338.5
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.Q36 2013
Literary form
non fiction
Nature of contents
bibliography
Series statement
National Bureau of Economic Research conference report
Label
Quantifying systemic risk, edited by Joseph G. Haubrich and Andrew W. Lo
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Introduction / Joseph G. Haubrich and Andrew W. Lo -- Systemic risk and financial innovation : towards a "unified" approach / Henry T. C. Hu -- Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne -- Comment: Mikhail Oet -- Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand -- Comment: Bruce Mizrach, Terence C. Burnham -- Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta -- Comment: Hao Zhou -- Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen -- Comment: Ben Craig -- How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson -- Comment: Mathias Drehmann -- The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey -- Comment: Joseph G. Haubrich
Dimensions
24 cm.
Extent
xi, 273 pages
Isbn
9780226319285
Isbn Type
(cloth : alkaline paper)
Lccn
2012020450
Media category
unmediated
Media MARC source
rdamedia
Other physical details
illustrations
System control number
  • (OCoLC)ocn783150265
  • UtOrBLW
  • (OCoLC)ocn853275955
Label
Quantifying systemic risk, edited by Joseph G. Haubrich and Andrew W. Lo
Publication
Copyright
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier MARC source
rdacarrier
Content category
text
Content type MARC source
rdacontent
Contents
Introduction / Joseph G. Haubrich and Andrew W. Lo -- Systemic risk and financial innovation : towards a "unified" approach / Henry T. C. Hu -- Liquidity risk, cash flow constraints, and systemic feedbacks / Sujit Kapadia, Mathias Drehmann, John Elliott, and Gabriel Sterne -- Comment: Mikhail Oet -- Endogenous and systemic risk / Jon Danielsson, Hyun Song Shin, and Jean-Pierre Zigrand -- Comment: Bruce Mizrach, Terence C. Burnham -- Systemic risks and the macroeconomy / Gianni De Nicolò and Marcella Lucchetta -- Comment: Hao Zhou -- Hedge fund tail risk / Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Nguyen -- Comment: Ben Craig -- How to calculate systemic risk surcharges / Viral V. Acharya, Lasse H. Pedersen, Thomas Philippon, and Matthew Richardson -- Comment: Mathias Drehmann -- The quantification of systemic risk and stability: new methods and measures / Romney B. Duffey -- Comment: Joseph G. Haubrich
Dimensions
24 cm.
Extent
xi, 273 pages
Isbn
9780226319285
Isbn Type
(cloth : alkaline paper)
Lccn
2012020450
Media category
unmediated
Media MARC source
rdamedia
Other physical details
illustrations
System control number
  • (OCoLC)ocn783150265
  • UtOrBLW
  • (OCoLC)ocn853275955

Library Locations

    • Harold B. Lee Library Brigham Young University, Provo, UT, 84602, US
      40.249156 -111.649242
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