Browsing Faculty of Arts and Sciences by Keyword "Contagion"
Now showing items 1-1 of 1
-
Three Essays of Applied Bayesian Modeling: Financial Return Contagion, Benchmarking Small Area Estimates, and Time-Varying Dependence
(2013-09-27)This dissertation is composed of three chapters, each an application of Bayesian statistical models to particular research questions. In Chapter 1, we evaluate systemic risk exposure of financial institutions. Building ...