Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DE150100708
Funding Status
Closed
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Funded Activity Summary
Understanding the Linkage of Public and Private Risk in the Global Economy. This project aims to develop a richly detailed model of the global financial system including both public and private institutions. By treating the system as a network of interconnected entities, this project aims to introduce new techniques to map and to trace the evolution of risk in the financial system, to forecast the spillover of risk between entities in the system, and to conduct counterfactual analysis of potential policy measures. This project will investigate the link between spillover intensity and the existing research on extreme events in financial data. By studying how the recent crisis spread through the global financial system, this project aims to enhance our ability to foresee future crises and to mitigate their impact and costs.Funded Activity Details
Start Date: 2015
End Date: 12-2017
Funding Scheme: Discovery Early Career Researcher Award
Funding Amount: $352,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Macroeconomics (incl. Monetary and Fiscal Theory) | Economic Models and Forecasting | Financial Economics | Econometrics |
