Aggregate and Firm-Level Measures of Systemic Risk from a Structural Model of Default

被引：4
|
作者：
Reyngold, Alexander [1 ]
Shnyra, Ksenia [2 ]
Stein, Roger M. [3 ]
机构：
[1] State St Bank & Trust, Enterprise Risk Advisory Serv, New York, NY 10017 USA
[2] State St Bank & Trust, Fixed Income Res & Validat, New York, NY USA
[3] MIT, Sloan Sch Management, Finance, Cambridge, MA 02139 USA
来源：
JOURNAL OF ALTERNATIVE INVESTMENTS | 2015年 / 17卷 / 04期
关键词：
D O I：
10.3905/jai.2015.17.4.058
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：58 / 78
页数：21
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