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Systemic risk in the financial sector : what can we learn from option markets?
Kraft, Holger
;
Schmidt, Alexander
-
2013
-
Current version: July 12, 2013
US financial companies with publicly traded
equity
options
, we extract their option-implied value-at-risks (VaRs) and …
Persistent link: https://www.econbiz.de/10010226884
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