Financial Risk Management: When Does Independence Fail?

Author:

Landier Augustin1,Sraer David2,Thesmar David3

Affiliation:

1. Leonard N. Stern School of Business, New York University, Tisch Hall, 40 West 4th Street, Room 9-09, New York, NY 10012.

2. Department of Economics, University of California-Berkeley, 501 Evans Hall, Berkeley, CA 94720-3880.

3. HEC Paris, 1 rue de la libération, 78351 Jouy-en-Josas, France, and Centre for Economic Policy Research.

Publisher

American Economic Association

Subject

Economics and Econometrics

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