Publication Type

Journal Article

Publication Date

1-2012

Abstract

As stock markets around the world whipsaw in a manner that bewilders even the seasoned trader, an academic has suggested for financial institutions to look more closely at linking dynamic loss tail distributions to contagion modeling for effective risk management.

Disciplines

Finance | Growth and Development

Licece/Creative Commons Licence

Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.

Subject(s)

Basic or Discovery Scholarship

Additional URL

https://www.smu.edu.sg/perspectives/all

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