Risk spillovers and hedging: why do firms invest too much in systemic risk?
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- Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Other publications TiSEM 6b549d1a-062f-4595-bdb3-d, Tilburg University, School of Economics and Management.
- Bert Willems & Joris Morbee, 2012. "Risk Spillovers and Hedging: Why Do Firms Invest Too Much in Systemic Risk?," RSCAS Working Papers 2012/35, European University Institute.
- Willems, Bert & Morbee, J., 2011. "Risk Spillovers and Hedging : Why Do Firms Invest Too Much in Systemic Risk?," Discussion Paper 2011-057, Tilburg University, Center for Economic Research.
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More about this item
JEL classification:
- L51 - Industrial Organization - - Regulation and Industrial Policy - - - Economics of Regulation
- L97 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Utilities: General
- H23 - Public Economics - - Taxation, Subsidies, and Revenue - - - Externalities; Redistributive Effects; Environmental Taxes and Subsidies
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2011-08-02 (Banking)
- NEP-BEC-2011-08-02 (Business Economics)
- NEP-REG-2011-08-02 (Regulation)
- NEP-UPT-2011-08-02 (Utility Models and Prospect Theory)
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