Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Yanis El Omari
affiliation not provided to SSRN
No Address Available
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
118
TOTAL CITATIONS
8
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
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
View PDF
Download
Abstract:
CDS, contagion, systemic risk, derivatives
Feedback
