Systemic Risk Exposures: A 10-by-10-by-10 Approach
In: Risk Topography: Systemic Risk and Macro Modeling
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- Darrell Duffie, 2011. "Systemic Risk Exposures: A 10-by-10-by-10 Approach," NBER Working Papers 17281, National Bureau of Economic Research, Inc.
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- Marc Busse & Michel Dacorogna & Marie Kratz, 2014.
"The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio,"
MDPI, Open Access Journal, vol. 2(3), pages 1-17, July.
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More about this item
- G01 - Financial Economics - - General - - - Financial Crises
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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