Ksenia Shnyra

Independent

No Address Available

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Scholarly Papers (1)

1.

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

Journal of Alternative Investments, Vol. 17, No. 4, 2015
Posted: 20 Dec 2015
Alexander Reyngold, Ksenia Shnyra and Roger Stein
Independent, Independent and Sloan School of Management, MIT

Abstract:

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systemic risk, structural model of default, credit models