Keyphrases
Industry Insights
46%
Macroprudential
46%
Financial Industry
46%
Excess Comovement
46%
Time-varying Parameter Vector Autoregression
46%
Management Crisis
23%
Long-Term Capital Management
23%
Systemic Risk
23%
Active Investing
23%
Main Events
23%
Crisis Events
23%
Rolling Window Approach
23%
Four Factors
23%
2008 Financial Crisis
23%
Residual Returns
23%
Book-to-market
23%
Spillover Effect
23%
Financial Spillovers
23%
Stock Illiquidity
23%
Short Position
23%
Past Performance
23%
Market-based Measures
23%
Standard & Poor's 500
23%
Price Pressure
23%
Pair Characteristics
23%
Return Correlation
23%
Hedge Funds
23%
Diversification Benefits
23%
Macroprudential Policy
15%
Policy Design
15%
Financial Connectedness
15%
Risk Monitoring
15%
Financial Landscapes
15%
Monitoring Policy
15%
Fully Dynamic
15%
Lehman Brothers Collapse
15%
Real Estate Companies
15%
Autoregressive Approach
15%
Broker-dealers
15%
Traditional Metrics
15%
Contagion Process
15%
Governing Authorities
7%
Strong Relation
7%
Excessive Pricing
7%
Turmoil
7%
European Banks
7%
European Insurers
7%
Stabilizer
7%
Price Change
7%
Price Discovery
7%
INIS
market
100%
prices
61%
levels
61%
stocks
61%
vectors
61%
fragmentation
46%
surveillance
46%
industry
46%
tools
30%
capital
30%
risks
30%
dynamics
30%
sellers
23%
banks
23%
correlations
23%
performance
15%
metrics
15%
insurance
15%
diversification
15%
interfaces
15%
communities
15%
dealers
15%
hypothesis
15%
design
15%
data
15%
connections
15%
management
15%
monitoring
15%
size
15%
rolling
15%
policy
15%
information
15%
drawing
15%
Economics, Econometrics and Finance
Financial Institution
92%
Bayesian
46%
Autoregression
46%
Specific Industry
46%
Investors
46%
Spillover Effect
23%
Financial System
23%
Financial Crisis
23%
Financial Market
23%
Real Estate Sector
23%
Crisis Management
23%
