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Alexander P. Becker

Boston University - Department of Administrative Sciences

Boston, MA

United States

SCHOLARLY PAPERS

3

DOWNLOADS

505

TOTAL CITATIONS

4

Scholarly Papers (3)

1.

Economic and Political Effects on Currency Clustering Dynamics

Quantitative Finance, 19(5):705-716, 2019
Number of pages: 17 Posted: 20 Sep 2017 Last Revised: 12 Aug 2019
University of Duisburg-Essen, Boston University - Department of Administrative Sciences, Boston University Metropolitan College, Boston University - Center for Polymer Studies and University of Duisburg-Essen
Downloads 293 (258,599)
Citation 1

Abstract:

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Symbolic performance; Currency clustering; Currency dynamics; Central bank intervention

2.

From stress testing to systemic stress testing: the importance of macroprudential regulation

Number of pages: 54 Posted: 10 Oct 2017 Last Revised: 05 Mar 2021
Boston University Metropolitan College, RIKEN iTHEMS, Boston University - Department of Administrative Sciences, University of Hyogo - Graduate School of Information Science, Niigata University and Kyoto University
Downloads 154 (482,968)
Citation 3

Abstract:

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Systemic Risk, Macroprudential Regulation, European Bank Network, Stress Testing, Portfolio Overlap

3.

Systemic Stress Test Model in Shared Portfolio Networks

Number of pages: 12 Posted: 25 Nov 2020
Boston University Metropolitan College, Boston University, Boston University - Department of Administrative Sciences, Yeshiva University and Bar Ilan University
Downloads 58 (980,173)

Abstract:

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