How Does Risk Flow in the Credit Default Swap Market?-Reference-Cited by-同舟云学术

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How Does Risk Flow in the Credit Default Swap Market?

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

D'Errico Marco,Battiston Stefano,Peltonen Tuomas A.,Scheicher Martin

Publisher

Elsevier BV

Reference74 articles.

1. Shedding light on dark markets: first insights from the new EU-wide OTC derivatives dataset;J Abad;European Systemic Risk Board Occasional Paper,2016

2. Systemic Risk and Stability in Financial Networks;D Acemoglu;American Economic Review,2015

3. Liquidity and financial contagion;T Adrian;Banque de France Financial Stability Review: Special Issue on Liquidity,2008

4. Systemic Importance Indicators for 33 U.S. bank holding companies: An Overview of Recent Data;M Allahrakha;Office of Financial Research Brief Series,2015

5. The theory of financial intermediation;F Allen;Journal of Banking & Finance,1997

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Phenomenon of Financial Contagion on the Crisis Framework, The;Global Encyclopedia of Public Administration, Public Policy, and Governance;2022

2. Swaps;Asset Pricing;2022

3. The Phenomenon of Financial Contagion on the Crisis Framework;Global Encyclopedia of Public Administration, Public Policy, and Governance;2021

4. Money Flow Network Among Firms’ Accounts in a Regional Bank of Japan;SSRN Electronic Journal;2020

5. Corporate Payments Networks and Credit Risk Rating;SSRN Electronic Journal;2018

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