Systemic Risk in Derivative Markets: an Empirical Assessment Through Network Analysis
| Year of publication: |
2012
|
|---|---|
| Authors: | Lautier, Delphine ; Simon, Yves |
| Institutions: | Université Paris-Dauphine (Paris IX) |
| Subject: | derivative markets |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Contemporary Studies in Economics and Financial Analysis: Derivative Securities Pricing and Modelling, |
| Classification: | O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; C4 - Econometric and Statistical Methods: Special Topics |
| Source: |
Persistent link: https://www.econbiz.de/10010708497