Steffen Kern

European Securities and Markets Authority

103 Rue de Grenelle

Paris, 75007

France

  • European Securities and Markets Authority

SCHOLARLY PAPERS

2

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254

TOTAL CITATIONS
Rank 45,444

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Top 45,444

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25

Scholarly Papers (2)

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1.

Monitoring the European CDS Market Through Networks: Implications for Contagion Risks

Banque de France Working Paper No. 477
Number of pages: 56 Posted: 26 Mar 2014
Laurent Clerc, Silvia Gabrieli, Steffen Kern and Yanis El Omari
Banque de France, Banque de France, European Securities and Markets Authority and European Securities and Markets Authority
Downloads 136 (421,047)
Citation 17

Abstract:

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Credit default swaps; Financial networks; Centrality measures; Contagion; Shadow banking

2.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series No. 2013/04
Number of pages: 46 Posted: 05 Nov 2020
Markus K. Brunnermeier, Laurent Clerc, Yanis El Omari, Silvia Gabrieli, Steffen Kern, Christoph Memmel, Tuomas Peltonen, Natalia Podlich, Martin Scheicher and Guillaume Vuillemey
Princeton University - Department of Economics, Banque de France, affiliation not provided to SSRN, Banque de France, European Securities and Markets Authority, Deutsche Bundesbank, European Systemic Risk Board, Deutsche Bundesbank, European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 118 (469,850)
Citation 8

Abstract:

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CDS, contagion, systemic risk, derivatives