Steffen Kern

European Securities and Markets Authority

103 Rue de Grenelle

Paris, 75007

France

SCHOLARLY PAPERS

2

DOWNLOADS

87

SSRN CITATIONS
Rank 40,272

SSRN RANKINGS

Top 40,272

in Total Papers Citations

5

CROSSREF CITATIONS

13

Scholarly Papers (2)

1.

Monitoring the European CDS Market Through Networks: Implications for Contagion Risks

Banque de France Working Paper No. 477
Number of pages: 56 Posted: 26 Mar 2014
Banque de France, Banque de France, European Securities and Markets Authority and European Securities and Markets Authority
Downloads 81 (358,376)
Citation 17

Abstract:

Loading...

Credit default swaps; Financial networks; Centrality measures; Contagion; Shadow banking

2.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series No. 2013/04
Number of pages: 46 Posted: 05 Nov 2020
affiliation not provided to SSRN, Banque de France, affiliation not provided to SSRN, Banque de France, European Securities and Markets Authority, Deutsche Bundesbank, European Systemic Risk Board, Deutsche Bundesbank, European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 6 (715,225)
Citation 3

Abstract:

Loading...

CDS, contagion, systemic risk, derivatives