output
20142025
most citedTime-dependent lead-lag relationships between the VIX and VIX futures markets

27 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2014 · q-fin.GNShow all

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q-fin.GN2014★ 8 cited

Measurement and Internalization of Systemic Risk in a Global Banking Network

Xiaobing Feng, Haibo Hu

The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potenti…