Tail Risk in Credit Markets: A Dynamic Power-Law Model (2021)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3793108
Publication URI: http://dx.doi.org/10.2139/ssrn.3793108
Type: Journal Article/Review
Parent Publication: SSRN Electronic Journal