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ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management

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  • Robert C. Merton

    (Robert C. Merton is School of Management Distinguished Professor of Finance at the MIT Sloan School of Management.)

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  • Robert C. Merton, 2014. "ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management," Asian Development Review, MIT Press, vol. 31(1), pages 186-210, March.
  • Handle: RePEc:tpr:adbadr:v:31:y:2014:i:1:p:186-210
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    References listed on IDEAS

    as
    1. Michael Gapen & Dale Gray & Cheng Hoon Lim & Yingbin Xiao, 2008. "Measuring and Analyzing Sovereign Risk with Contingent Claims," IMF Staff Papers, Palgrave Macmillan, vol. 55(1), pages 109-148, April.
    2. Dale F. Gray & Samuel W. Malone, 2012. "Sovereign and Financial-Sector Risk: Measurement and Interactions," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 297-312, October.
    3. Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
    4. Dale F. Gray & Robert C. Merton & Zvi Bodie, 2006. "A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy," NBER Working Papers 12637, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Mario Maggi & Maria-Laura Torrente & Pierpaolo Uberti, 2020. "Proper measures of connectedness," Annals of Finance, Springer, vol. 16(4), pages 547-571, December.
    2. Mario Maggi & Maria-Laura Torrente & Pierpaolo Uberti, 0. "Proper measures of connectedness," Annals of Finance, Springer, vol. 0, pages 1-25.

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