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Systemic risk in derivative markets: A graph-theory analysis

Lautier, Delphine; Raynaud, Franck (2010), Systemic risk in derivative markets: A graph-theory analysis, AFFI 2010, 2010-05, Saint-Malo, France

Type
Communication / Conférence
Date
2010
Conference title
AFFI 2010
Conference date
2010-05
Conference city
Saint-Malo
Conference country
France
Metadata
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Author(s)
Lautier, Delphine
Raynaud, Franck
Subjects / Keywords
Integration; Derivatives; Commodities; Graph Theory; Minimum Spanning Trees; Systemic Risk
JEL
C4 - Econometric and Statistical Methods: Special Topics
O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products