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- URN zum Zitieren dieses Dokuments:
- urn:nbn:de:bvb:355-epub-344706
- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.34470
Zusammenfassung
The world is still recovering from the financial crisis peaking in September 2008. The triggering event was the bankruptcy of Lehman Brothers. To detect such turmoils, one can investigate the time-dependent behaviour of correlations between assets or indices. These cross-correlations have been connected to the systemic risks within markets by several studies in the aftermath of this crisis. We ...
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