Systemic risk in derivative markets: A graph-theory analysis.
| Authors: | Lautier, Delphine ; Raynaud, Franck |
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| Institutions: | Université Paris-Dauphine |
| Subject: | Integration | Systemic Risk | Derivatives | Commodities | Graph Theory | Minimum Spanning Trees |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 3 pages long |
| Classification: | C4 - Econometric and Statistical Methods: Special Topics ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products |
| Source: |
Persistent link: https://www.econbiz.de/10008690918