Regulation et risque systémique - Monica Billio. April, 7-11 2013
1 Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks M. Billio, M. Getmansky, D. Gray A.W. Lo, R.C. Merton, L. Pelizzon The.
Sovereign, Bank, and Insurance Credit Spreads: Connectedness and System Networks