Big Banks, Idiosyncratic Volatility, and Systemic Risk

成果类型：

Article

署名作者：

Fernholz, Ricardo T.; Koch, Christoffer

署名单位：

Claremont Colleges; Claremont McKenna College; Claremont Graduate University; Federal Reserve System - USA; Federal Reserve Bank - Dallas

刊物名称：

AMERICAN ECONOMIC REVIEW

ISSN/ISSBN：

0002-8282

DOI：

10.1257/aer.p20171007

发表日期：

2017

页码：

603-607

关键词：

aggregate fluctuations Power laws zipfs law ECONOMICS origins