Contagion in derivatives markets
Mark Paddrik, Sriram Rajan, H. Peyton Young
| Year of publication: |
2020
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|---|---|
| Authors: | Paddrik, Mark ; Rajan, Sriram ; Young, H. Peyton |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 8, p. 3603-3616
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| Subject: | financial networks | contagion | stress testing | credit default swaps | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Derivat | Derivative | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Swap |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012289183