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The roles of news and volatility in stock market correlations during the global financial crisis
By: tusya Date: 28.05.2017
Challenges for implementation of fair-value accounting in emerging markets: However, we find that the impact of reduced financial contagion actually goes modestly against our predictions. This example demonstrates, that systemic risk in the form of financial interconnectedness can already lead to a non-trivial, non-linear equation system for the asset values if only two firms are involved...
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