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Modelling the dynamics of systemic risk in over-the-counter interest rate derivatives market

Modelling the dynamics of systemic risk in over-the-counter interest rate derivatives market
Modelling the dynamics of systemic risk in over-the-counter interest rate derivatives market
Society of Computational Economics
Bakoush, Mohamed
661c4408-3dde-4b6e-9964-6dd7175e5813
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
Wolfe, Simon
9a2367fc-36cc-496a-bbd2-e7346bcbb19e
Bakoush, Mohamed
661c4408-3dde-4b6e-9964-6dd7175e5813
Gerding, Enrico
d9e92ee5-1a8c-4467-a689-8363e7743362
Wolfe, Simon
9a2367fc-36cc-496a-bbd2-e7346bcbb19e

Bakoush, Mohamed, Gerding, Enrico and Wolfe, Simon (2016) Modelling the dynamics of systemic risk in over-the-counter interest rate derivatives market. In Society for Computational Economics : Computing in Economics and Finance - CEF 2016. Society of Computational Economics..

Record type: Conference or Workshop Item (Paper)

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More information

e-pub ahead of print date: 26 June 2016
Venue - Dates: 22nd International Conference Computing in Economics and Finance, Bordeaux, France, 2016-06-26 - 2016-06-28

Identifiers

Local EPrints ID: 420775
URI: https://eprints.soton.ac.uk/id/eprint/420775
PURE UUID: 4f044469-de20-489e-bb67-685541f10761
ORCID for Mohamed Bakoush: ORCID iD orcid.org/0000-0001-9624-9828
ORCID for Enrico Gerding: ORCID iD orcid.org/0000-0001-7200-552X
ORCID for Simon Wolfe: ORCID iD orcid.org/0000-0001-9815-9535

Catalogue record

Date deposited: 16 May 2018 16:30
Last modified: 30 Jul 2019 00:39

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Contributors

Author: Mohamed Bakoush ORCID iD
Author: Enrico Gerding ORCID iD
Author: Simon Wolfe ORCID iD

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