24.12.2012 Views

Insurance and Interconnectedness in the Financial Services Industry

Insurance and Interconnectedness in the Financial Services Industry

Insurance and Interconnectedness in the Financial Services Industry

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

2012, The Geneva Association.Group of Ten (2001). Report on Consolidation of <strong>the</strong> F<strong>in</strong>ancial Sector<br />

(Basel, Switzerl<strong>and</strong>: Bank for International Settlements).<br />

Helwege, Jean (2009). “F<strong>in</strong>ancial Firm Bankruptcy <strong>and</strong> Systemic Risk,” Regulation, Summer 2009, pp. 24-­‐<br />

29.<br />

Huang, X<strong>in</strong>, Hao Zhou <strong>and</strong> Haib<strong>in</strong> Zhu (2010), “Systemic Risk Contributions,” work<strong>in</strong>g paper, August<br />

2010.<br />

Kritzman, Mark, Yuanzhen Li, Sebastian Page <strong>and</strong> Roberto Rigobon (2010),” Pr<strong>in</strong>cipal Components as a<br />

Measure of Systemic Risk,” MIT Sloan School of Management.<br />

Lo, Andrew, <strong>and</strong> Jiang Wang (2010),“Stock Market Trad<strong>in</strong>g Volume, H<strong>and</strong>book of F<strong>in</strong>ancial Econometrics:<br />

Applications, Volume 2, ed. Yac<strong>in</strong>e Ait-­‐sahalia <strong>and</strong> Lars Peters Hansen, North Holl<strong>and</strong>.<br />

Merville, Larry J., <strong>and</strong> Yexiao Xu (2002), “The Chang<strong>in</strong>g Factor Structure of Equity Returns,” work<strong>in</strong>g<br />

paper, University of Texas at Dallas.<br />

National Association of <strong>Insurance</strong> Commissioners (2012), Capital Markets Special Report, (April 30),<br />

www.naic.org/capital_markets_archive/120504.htm<br />

Schwarcz, Steven L. (2008) “Systemic Risk,” Duke Law School Legal Studies Research Paper Series, No.<br />

163 (March).<br />

Semaan, Elias, <strong>and</strong> Pamela Peterson Drake (2012) ”A Simple Look at Systemic Risk“, work<strong>in</strong>g paper,<br />

James Madison University.<br />

Sherlund, Shane M. (2010). “Mortgage Defaults,” work<strong>in</strong>g paper, Board of Governors of <strong>the</strong> Federal<br />

Reserve System,” (March 8, 2010).<br />

Sherlund, Shane M. (2010). “The Past, Present, <strong>and</strong> Future of Subprime Mortgages,” <strong>in</strong> Lessons from <strong>the</strong><br />

F<strong>in</strong>ancial Crisis, Robert W. Kolb, editor, John Wiley & Sons.<br />

Tabachnick, Barbara G. <strong>and</strong> L<strong>in</strong>da S. Fidell (1996), Us<strong>in</strong>g Multivariate Statistics, 3 rd Edition, published by<br />

HarperColl<strong>in</strong>s Publishers Inc., New York, NY 10022.<br />

Thomson, James B. (2009). “On Systemically Important F<strong>in</strong>ancial Institutions <strong>and</strong> Progressive Systemic<br />

Mitigation, Federal Reserve Bank of Clevel<strong>and</strong>, Policy Discussion Paper Number 27, August 2009.<br />

20

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!