Teruyoshi Suzuki

Hokkaido Univeristy

1-3 Ainosato 5-3

Kita-ku Sapporo, Hokkaido 002-8501

Japan

SCHOLARLY PAPERS

1

DOWNLOADS

89

CITATIONS

0

Scholarly Papers (1)

1.

Default Contagion and Systemic Risk in the Presence of Credit Default Swaps

Number of pages: 21 Posted: 01 Feb 2017 Last Revised: 15 Jul 2017
Katsumasa Nishide, Teruyoshi Suzuki and Kyoko Yagi
Graduate School of Economics, Hitotsubashi University, Hokkaido Univeristy and Tokyo Metropolitan University
Downloads 0 (247,913)

Abstract:

Loading...

credit default swap, default costs, cross-holding, clearing payment, default contagion, systemic risk