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The Sub-Prime Crisis and Systemic Risk: Evidence from US Securities Markets

In: Globalization And Systemic Risk

Author

Listed:
  • Leonce Bargeron

    (University of Pittsburgh, USA)

  • Kenneth Lehn

    (University of Pittsburgh, USA)

  • Mehmet Yalin

    (University of Pittsburgh, USA)

Abstract

The following sections are included:IntroductionObserved VolatilitiesImplied VolatilitiesSkewRegression ResultsConclusionReferences

Suggested Citation

  • Leonce Bargeron & Kenneth Lehn & Mehmet Yalin, 2009. "The Sub-Prime Crisis and Systemic Risk: Evidence from US Securities Markets," World Scientific Book Chapters, in: Douglas D Evanoff & David S Hoelscher & George G Kaufman (ed.), Globalization And Systemic Risk, chapter 20, pages 299-312, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812833389_0020
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