prof. dr. Arjen Siegmann

Search results

• 2016

  Policy Lessons from Systemic Risk Modeling and Measurement

  Siegmann, A. H., 2016, Systemic Risk Tomography: Signals, Measurements and Transmission Channels. Billio, M., Pelizzon, L. & Savona, R. (eds.). ISTE-Elsevier

  Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic › peer-review

• Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads, Chapter 5

  Lange, R. J., Lucas, A. & Siegmann, A. H., 2016, Systemic Risk Tomography: Signals, Measurement and Transmission Channels. Billio, M., Pelizzon, L. & Savona, R. (eds.). London: ISTE-Elsevier, 23 p.

  Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic