Equilibrium asset pricing with systemic risk

Economic Theory

Volumn 35, Issue 2, 2008, Pages 293-319

  Daníelsson, Jón ^a   Zigrand, Jean Pierre ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

General equilibrium; Risk sensitive regulation; Systemic risk; Value at risk

Indexed keywords

EID: 39449113259     PISSN: 09382259     EISSN: 14320479     Source Type: Journal    
DOI: 10.1007/s00199-007-0238-3     Document Type: Article

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