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~isPartOf:"Journal of financial economics"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~person:"Beltratti, Andrea"
~person:"Lo, Andrew W."
~person:"Moretto, Michele"
~person:"Wen, Quan"
~subject:"Systemic risk"
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Risiko in der Finanzwirtschaft...
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Lo, Andrew W.
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Journal of financial economics
Nota di lavoro / Fondazione Eni Enrico Mattei
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Systemic risk and the refinancing ratchet effect
Khandani, Amir E.
;
Lo, Andrew W.
;
Merton, Robert C.
- In:
Journal of financial economics
108
(
2013
)
1
,
pp. 29-45
Persistent link: https://www.econbiz.de/10009746574
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Econometric measures of connectedness and systemic risk in the finance and insurance sectors
Billio, Monica
;
Getmansky, Mila
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 535-559
Persistent link: https://www.econbiz.de/10009622463
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