We identify the connections between financial institutions from different sectors of the financial industry based on joint extreme movements in credit default swap (CDS) spreads. First, we estimate pairwise co-crash probabilities (CCP) to identify significant connections among 193 international...

Originating the derivative -- Social theory and the market for the production of financial knowledge -- Outline of a social theory of finance -- Temporality and the financial markets -- Theorizing the financial markets socially -- Rituality and the production of financial markets -- The...