A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets
Crossref DOI link: https://doi.org/10.1007/s11403-019-00260-7
Published Online: 2019-08-26
Published Print: 2020-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sakurai, Yuji
Kurosaki, Tetsuo
Text and Data Mining valid from 2019-08-26
Version of Record valid from 2019-08-26
Article History
Received: 31 August 2018
Accepted: 10 August 2019
First Online: 26 August 2019