Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Year of publication: |
June 2016
|
---|---|
Authors: | Kelly, Bryan T. ; Lustig, Hanno ; Nieuwerburgh, Stijn van |
Published in: |
The American economic review. - Nashville, Tenn. : American Economic Assoc., ISSN 0002-8282, ZDB-ID 203590-X. - Vol. 106.2016, 6, p. 1278-1319
|
Subject: | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Risiko | Risk | Staatliche Einflussnahme | State intervention | USA | United States | 2003-2007 |
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