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Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets
Fabbrini, Viola; Guidolin, Massimo; Pedio, Manuela
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Description for Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets
Hardback. This book uses modern linear and nonlinear 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 to the yields in other markets. Num Pages: 141 pages, biography. BIC Classification: KCX; KFFH; KFFM2. Category: (P) Professional & Vocational. Dimension: 148 x 223 x 18. Weight in Grams: 318.
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 to the yields in other markets. These include equity and corporate bond markets as well as relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core ... Read more
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 to the yields in other markets. These include equity and corporate bond markets as well as relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core ... Read more
Product Details
Format
Hardback
Publication date
2015
Publisher
Palgrave Macmillan United Kingdom
Number of pages
141
Condition
New
Number of Pages
131
Place of Publication
Basingstoke, United Kingdom
ISBN
9781137561381
SKU
V9781137561381
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Fabbrini, Viola; Guidolin, Massimo; Pedio, Manuela
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's FT-ranked MSc in Finance, where he teaches courses in financial econometrics, portfolio selection and asset pricing at a graduate level. His research has been published in internationally-refereed outlets ... Read more
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