ENBIS COVID-19 Webinar Series 429 April 2020; 12:30 – 13:00
Market Risk, Connectedness and Turbulence: a comparison of 21st Century Financial Crises (Daniel Ahelegbey)
MARKET RISK, CONNECTEDNESS AND TURBULENCE: A COMPARISON OF 21ST CENTURY FINANCIAL CRISES
Date and Time: 29 April 2020, Wednesday at 12:30 CEST
Speaker: Dr. Daniel Ahelegbey, Professor, University of Pavia, Italy and Boston University, USA
Moderator: Murat Caner Testik
Link to Talk: https://youtu.be/b3hPLM0im8I
Abstract: The talk will present network VAR models aimed at understanding whether dense financial market interconnections can reduce or amplify the impact of a financial crisis. The proposal is applied to the major global crisis of the 21st century: the tech crisis of 2001-2002; the financial crisis of 2008-2009; the on-going COVID crisis.