Browsing by Author "Moore, Matthew"

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    Contagion in Risk Markets
    (2009) Schulhof, James; Moore, Matthew
    During periods of market dislocation, which can be characterized by high asset volatility, correlations between assets generally tend to increase. However, there has been little research on the behavior of correlations between risk measures across securities markets. The aim of our research is to examine correlation dynamics between alternative risk measures rather than asset classes. Correlations between credit default swaps, equity volatility skew, and at-the-money volatility were found to increase during the recent period of market dislocation. To ascertain when the dislocation period began, we built a regime shift model to estimate the date at which the dislocation began. We have chosen to focus our analysis on risk measures for financial institutions in particular, as this industry has been most severely affected by the current financial crisis.
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    Neurobehavioral Mechanisms of Resilience Against Emotional Distress: An Integrative Brain-Personality-Symptom Approach Using Structural Equation Modeling.
    (Personality neuroscience, 2018-01) Moore, Matthew; Culpepper, Steven; Phan, K Luan; Strauman, Timothy J; Dolcos, Florin; Dolcos, Sanda
    Clarifying individual differences that predict resilience or vulnerability to emotional distress is crucial for identifying etiological factors contributing to affective disturbances, and to promoting emotional well-being. Despite recent progress identifying specific brain regions and personality traits, it remains unclear whether there are common factors underlying the structural aspects of the brain and the personality traits that, in turn, protect against symptoms of emotional distress. In the present study, an integrative structural equation model was developed to examine the associations among (1) a latent construct of Control, representing the volumes of a system of prefrontal cortical (PFC) regions including middle, inferior, and orbital frontal cortices; (2) a latent construct of Resilience personality traits including cognitive reappraisal, positive affectivity, and optimism; and (3) Anxiety and Depression symptoms, in a sample of 85 healthy young adults. Results showed that the latent construct of PFC volumes positively predicted the latent construct of Resilience, which in turn negatively predicted Anxiety. Mediation analysis confirmed that greater latent PFC volume is indirectly associated with lower Anxiety symptoms through greater latent trait Resilience. The model did not show a significant mediation for Depression. These results support the idea that there are common volumetric and personality factors that help protect against symptoms of emotional distress. These findings provide strong evidence that such brain-personality-symptom approaches can provide novel insights with valuable implications for understanding the interaction of these factors in healthy and clinically diagnosed individuals.