Derivatives holdings and systemic risk in the U.S. banking sector
Year of publication: |
2014
|
---|---|
Authors: | Mayordomo, Sergio ; Rodriguez-Moreno, Maria ; Peña, Juan Ignacio |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 45.2014, C, p. 84-104
|
Publisher: |
Elsevier |
Subject: | Systemic risk | Derivatives | Shapley value |
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