Determinants of systemic risk and information dissemination
Year of publication: |
July 2015
|
---|---|
Authors: | Bianconi, Marcelo ; Hua, Xiaxin ; Tan, Chih Ming |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 38.2015, p. 352-368
|
Subject: | Conditional value-at-risk | VIX | Externality | Consumer pessimism |
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