Options-based systemic risk, financial distress, and macroeconomic downturns
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DOI: 10.1016/j.finmar.2023.100834
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More about this item
Keywords
Systemic risk; Options prices; Financial distress; Macro-finance; Financial stability;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
Statistics
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