Credit default swaps and systemic risk

Rama Cont, Andreea Minca. Credit default swaps and systemic risk. Annals OR, 247(2):523-547, 2016. [doi]

@article{ContM16,
  title = {Credit default swaps and systemic risk},
  author = {Rama Cont and Andreea Minca},
  year = {2016},
  doi = {10.1007/s10479-015-1857-x},
  url = {http://dx.doi.org/10.1007/s10479-015-1857-x},
  researchr = {https://researchr.org/publication/ContM16},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {247},
  number = {2},
  pages = {523-547},
}