Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance?
Author:
Affiliation:
1. Institute of Geography Humboldt‐Universität zu Berlin Berlin Germany
Publisher
Wiley
Subject
Physiology (medical),Safety, Risk, Reliability and Quality
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/risa.13564
Reference112 articles.
1. Measuring Systemic Risk
2. Financial Connections and Systemic Risk
3. Resolution of policy uncertainty and sudden declines in volatility
4. Liquidity and the 1987 stock market crash
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