Systemic risk in the financial sector: What can se learn from option markets?
Year of publication: |
2013
|
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Authors: | Kraft, Holger ; Schmidt, Alexander |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | Systemic risk | Value-at-risk | Equity options | Implied volatility |
Series: | SAFE Working Paper ; 25 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2294349 [DOI] 775714615 [GVK] hdl:10419/88728 [Handle] RePEc:zbw:safewp:25 [RePEc] |
Classification: | G01 - Financial Crises ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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