Assessing financial distress dependencies in OTC markets : a new approach using trade repositories data
Michele Bonollo, Irene Crimaldi, Andrea Flori, Laura Gianfagna, Fabio Pammolli
| Year of publication: |
November 2016
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|---|---|
| Authors: | Bonollo, Michele ; Crimaldi, Irene ; Flori, Andrea ; Gianfagna, Laura ; Pammolli, Fabio |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 30.2016, 4, p. 397-426
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| Subject: | Financial distress interdependence | Joint probability of distress | Interest rate swaps | Systemic risk | Micro-founded trade repositories' data | Insolvenz | Insolvency | Zinsderivat | Interest rate derivative | OTC-Handel | OTC market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-016-0275-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011701403