Options-based systemic risk, financial distress, and macroeconomic downturns

Academic journals

Publication Date

19/04/2023

Journal of Financial Markets

Publication Authors

Mattia Bevilacqua

Radu Tunaru

Davide Vioto

Mattia Bevilacqua, Radu Tunaru, Davide Vioto (2023). Options-based systemic risk, financial distress, and macroeconomic downturns, Journal of Financial Markets, 65, 100834.

doi:10.1016/j.finmar.2023.100834