JOURNAL ARTICLE
Credit default swaps and systemic risk
Year: 2015 Journal: Annals of Operations Research Vol: 247 (2)Pages: 523-547 Publisher: Springer Science+Business Media
Keywords:
Systemic risk Clearing Credit default swap Interest rate swap Market liquidity Financial networks Business Intermediation Credit risk Credit derivative Monetary economics Liquidity risk Clearance Derivative (finance) Derivatives market Economics Financial crisis Interest rate Finance
Metrics
50
Cited By
7.15
FWCI (Field Weighted Citation Impact)
59
Refs
0.98
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Banking stability, regulation, efficiency
Social Sciences → Economics, Econometrics and Finance → Finance
Credit Risk and Financial Regulations
Social Sciences → Economics, Econometrics and Finance → Finance
Housing, Finance, and Neoliberalism
Social Sciences → Economics, Econometrics and Finance → Finance
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