Blar i NHH Brage på emneord "extreme event"

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    • The propagation of financial extremes 

      Chollete, Lorán (Discussion paper, Working paper, 2008-07)
      What drives extreme economic events? Motivated by recent theory, and events in US subprime markets, we begin to open the black box of extremes. Specifically, we extend standard economic analysis of extreme risk, allowing ...

    • The propagation of financial extremes: an application to subprime market spillovers 

      Chollete, Lorán (Discussion paper, Working paper, 2007-12)
      What drives extreme and rare economic events? Motivated by recent theory, and events in US subprime markets, we begin to open the black box of extremes. Specifically, we build a taxonomy of extremes, then extend standard ...