JOURNAL ARTICLE

Credit default swaps and systemic risk

Rama ContAndreea Minca

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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