Academic journals

Contractual Externalities and Systemic Risk

The Review of Economic Studies, Volume 84, Issue 4, Pages 1789–1817.

October 2017

Emre Ozdenoren

Kathy Yuan

Academic journals

Contextual Externalities and Systemic Risk

The Review of Economic Studies, 84 (4): 1789-1817.

October 2017

Emre Ozdenoren

Kathy Yuan

Academic journals

Model risk of risk models

Journal of Financial Stability, Volume 23, Pages 79-91.

April 2016

Jón Danielsson

Kevin James

Marcela Valenzuela

Ilknur Zer

Academic journals

Risk models-at-risk

Journal of Banking & Finance, Volume 44, Pages 72-92.

July 2014

Christophe M. Boucher

Jón Danielsson

Patrick S. Kouontchou

Bertrand B. Maillet

Academic journals

Walrasian foundations for equilibria in segmented markets

Mathematics and Financial Economics, Volume 8, pages 249–264.

February 2014

Rohit Rahi

Jean-Pierre Zigrand

Academic journals

Academic journals

Contractual Externalities and Systemic Risk

Academic journals

Contextual Externalities and Systemic Risk

Academic journals

Model risk of risk models

Academic journals

Risk models-at-risk

Academic journals

Walrasian foundations for equilibria in segmented markets

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