Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data
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More about this item
KeywordsFinancial distress interdependence; Joint probability of distress; Interest rate swaps; Systemic risk; Micro-founded trade repositories’ data;
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G19 - Financial Economics - - General Financial Markets - - - Other
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