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Details about Viral V. Acharya

E-mail:
Homepage:http://pages.stern.nyu.edu/~sternfin/vacharya/public_html/~vacharya.htm
Workplace:Finance Department, Stern School of Business, New York University (NYU), (more information at EDIRC)
London Business School (LBS), (more information at EDIRC)

Access statistics for papers by Viral V. Acharya.

Last updated 2012-07-11. Update your information in the RePEc Author Service.

Short-id: pac33


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Working Papers

2016

  1. How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (8)
  2. Seeking Alpha: Excess Risk Taking and Competition for Managerial Talent
    CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (15)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (7)

2014

  1. Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (15)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads View citations (7)
    Working Paper, Federal Reserve Bank of Cleveland (2010) Downloads View citations (8)
  2. Dealer financial conditions and lender-of-last resort facilities
    Staff Reports, Federal Reserve Bank of New York Downloads View citations (11)

2013

  1. Bank Capital and Dividend Externalities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
  2. Credit Lines as Monitored Liquidity Insurance: Theory and Evidence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  3. Financial Dependence and Innovation: The Case of Public versus Private Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  4. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
  5. The "Greatest" Carry Trade Ever? Understanding Eurozone Bank Risks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (58)
  6. Unintended Consequences of LOLR Facilities: The Case of Illiquid Leverage
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)

2012

  1. A Theory of Income Smoothing When Insiders Know More Than Outsiders
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads
  2. A proposal for the resolution of systemically important assets and liabilities: The case of the repo market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  3. Aggregate Risk and the Choice between Cash and Lines of Credit
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (8)
  4. Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (2011) Downloads View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (4)
  5. Competition for Managers, Corporate Governance and Incentive Compensation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  6. Dividends and Bank Capital in the Financial Crisis of 2007-2009
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (19)
  7. Measuring Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in Working Paper, Federal Reserve Bank of Cleveland (2010) Downloads View citations (193)
  8. Precautionary hoarding of liquidity and inter-bank markets: Evidence from the sub-prime crisis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (28)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (18)
  9. Robust Capital Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (6)

    See also Journal Article in Current Issues in Economics and Finance (2012)
  10. Securitization Without Risk Transfer
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (64)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (19)
  11. The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (67)
  12. Wrongful Discharge Laws and Innovation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2011

  1. A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (63)
    Also in Staff Reports, Federal Reserve Bank of New York (2011) Downloads View citations (72)

    See also Journal Article in Journal of Monetary Economics (2011)
  2. A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (86)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (79)
  3. A Transparency Standard for Derivatives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Chapter (2012)
  4. Cash Holdings and Credit Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (2)
  5. Counterparty Risk Externality: Centralized Versus Over-the-counter Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  6. Endogenous Information Flows and the Clustering of Announcements
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (1)

    See also Journal Article in American Economic Review (2011)
  7. Limits to Arbitrage and Hedging: Evidence from Commodity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (2)
  8. Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises
    ADBI Working Papers, Asian Development Bank Institute Downloads
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2011) Downloads
    Macroeconomics Working Papers, East Asian Bureau of Economic Research (2011) Downloads
    Governance Working Papers, East Asian Bureau of Economic Research (2011) Downloads
  9. Sovereign Debt, Government Myopia, and the Financial Sector
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (2)

2010

  1. Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (59)
  2. Labor Laws and Innovation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (30)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (10)
  3. Leverage, Moral Hazard and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    See also Journal Article in Journal of Finance (2011)
  4. Liquidity Risk of Corporate Bond Returns: A Conditional Approach
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  5. Rollover Risk and Market Freezes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (49)

    See also Journal Article in Journal of Finance (2011)

2009

  1. A Theory of Slow-Moving Capital and Contagion
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
  2. A Theory of Systemic Risk and Design of Prudential Bank Regulation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (224)
    See also Journal Article in Journal of Financial Stability (2009)
  3. Corporate Governance and Value Creation: Evidence from Private Equity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
  4. Creditor rights and corporate risk-taking
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008) Downloads View citations (6)

    See also Journal Article in Journal of Financial Economics (2011)
  5. Crisis Resolution and Bank Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    See also Journal Article in Review of Financial Studies (2011)
  6. Endogenous choice of bank liquidity: the role of fire sales
    Bank of England working papers, Bank of England Downloads View citations (9)
  7. Private Equity vs. PLC Boards: A Comparison of Practices and Effectiveness - Summary of Research Findings
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  8. The Internal Governance of Firms
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads

    See also Journal Article in Journal of Finance (2011)

2008

  1. Corporate Governance Externalities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Review of Finance (2010)
  2. Imperfect Competition in the Inter-Bank Market for Liquidity as a Rationale for Central Banking
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (39)
    See also Journal Article in American Economic Journal: Macroeconomics (2012)
  3. Moral Hazard, Collateral and Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)

2007

  1. Bankruptcy Codes and Innovation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (25)
    See also Journal Article in Review of Financial Studies (2009)
  2. Cash-in-the-market pricing and optimal resolution of bank failures
    Bank of England working papers, Bank of England Downloads View citations (20)
    See also Journal Article in Review of Financial Studies (2008)
  3. Finance and Efficiency: Do Bank Branching Regulations Matter?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (3)
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2006) Downloads View citations (12)

    See also Journal Article in Review of Finance (2011)
  4. Fire Sales, Foreign Entry and Bank Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  5. Fire-sale FDI
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
  6. Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
  7. More Insiders, More Insider Trading: Evidence from Private Equity Buyouts
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    See also Journal Article in Journal of Financial Economics (2010)
  8. Too many to fail - an analysis of time-inconsistency in bank closure policies
    Bank of England working papers, Bank of England Downloads View citations (166)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (2)

    See also Journal Article in Journal of Financial Intermediation (2007)

2005

  1. Cash-in-the-Market Pricing and Optimal Bank Bailout Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
  2. Cross-Country Variations in Capital Structures: The Role of Bankruptcy Codes
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (5)
    See also Journal Article in Journal of Financial Intermediation (2011)
  3. Insider Trading in Credit Derivatives
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Financial Economics (2007)
  4. Is Cash Negative Debt? A Hedging Perspective on Corporate Financial Policies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (3)

    See also Journal Article in Journal of Financial Intermediation (2007)

2004

  1. Asset Pricing with Liquidity Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (9)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2003) Downloads View citations (22)

    See also Journal Article in Journal of Financial Economics (2005)

2003

  1. Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
  2. Optimal Financial Market Integration and Security Design
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in The Journal of Business (2005)
  3. Understanding the Recovery Rates on Defaulted Securities
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (20)

2002

  1. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (37)
    See also Journal Article in Review of Financial Studies (2002)
  2. Entrepreneurial Incentives in Stock Market Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. Is the International Convergence of Capital Adequacy Regulation Desirable?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in Journal of Finance (2003)
  4. Pricing Credit Derivatives with Rating Transitions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (9)
  5. Should banks be diversified? Evidence from individual bank loan portfolios
    BIS Working Papers, Bank for International Settlements Downloads View citations (22)
    See also Journal Article in The Journal of Business (2006)
  6. The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (27)
  7. When Does Strategic Debt Service Matter?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article in Economic Theory (2006)

2000

  1. Costly Financing, Optimal Payout Policies and the Valuation of Corporate Debt
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- Downloads View citations (7)

1999

  1. On the Optimality of Resetting Executive Stock Options
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (2)
    See also Journal Article in Journal of Financial Economics (2000)

1998

  1. Contract Renegotiation and the Optimality of resetting Executive Stock Options
    New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business- View citations (1)

Journal Articles

2016

  1. Cash holdings and bank compensation
    Economic Policy Review, 2016, (Aug), 77-83 Downloads

2012

  1. A tale of two overhangs:the nexus of fi nancial sector and sovereign credit risks
    Financial Stability Review, 2012, (16), 51-56 Downloads View citations (3)
  2. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks
    American Economic Review, 2012, 102, (3), 59-64 Downloads View citations (124)
  3. Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
    American Economic Journal: Macroeconomics, 2012, 4, (2), 184-217 Downloads View citations (59)
    See also Working Paper (2008)
  4. Robust capital regulation
    Current Issues in Economics and Finance, 2012, 18, (May) Downloads View citations (3)
    See also Working Paper (2012)
  5. What Saved the Indian Banking System: State Ownership or State Guarantees?
    The World Economy, 2012, 35, (1), 19-31 Downloads View citations (2)

2011

  1. A model of liquidity hoarding and term premia in inter-bank markets
    Journal of Monetary Economics, 2011, 58, (5), 436-447 Downloads View citations (58)
    See also Working Paper (2011)
  2. Creditor rights and corporate risk-taking
    Journal of Financial Economics, 2011, 102, (1), 150-166 Downloads View citations (92)
    See also Working Paper (2009)
  3. Crisis Resolution and Bank Liquidity
    Review of Financial Studies, 2011, 24, (6), 2166-2205 Downloads View citations (68)
    See also Working Paper (2009)
  4. Cross-country variations in capital structures: The role of bankruptcy codes
    Journal of Financial Intermediation, 2011, 20, (1), 25-54 Downloads View citations (17)
    See also Working Paper (2005)
  5. Endogenous Information Flows and the Clustering of Announcements
    American Economic Review, 2011, 101, (7), 2955-79 Downloads View citations (9)
    See also Working Paper (2011)
  6. Finance and Efficiency: Do Bank Branching Regulations Matter?
    Review of Finance, 2011, 15, (1), 135-172 Downloads View citations (11)
    See also Working Paper (2007)
  7. Leverage, Moral Hazard, and Liquidity
    Journal of Finance, 2011, 66, (1), 99-138 Downloads View citations (89)
    See also Working Paper (2010)
  8. Rollover Risk and Market Freezes
    Journal of Finance, 2011, 66, (4), 1177-1209 View citations (84)
    See also Working Paper (2010)
  9. The Dodd‐Frank Wall Street Reform and Consumer Protection Act: Accomplishments and Limitations
    Journal of Applied Corporate Finance, 2011, 23, (1), 43-56 View citations (1)
  10. The Internal Governance of Firms
    Journal of Finance, 2011, 66, (3), 689-720 View citations (17)
    See also Working Paper (2009)

2010

  1. Comment on "The Macroeconomics of Money Market Freezes" by Max Bruche and Javier Suarez
    Journal of Monetary Economics, 2010, 57, (1), 62-63 Downloads
  2. Corporate Governance Externalities
    Review of Finance, 2010, 14, (1), 1-33 Downloads View citations (20)
    See also Working Paper (2008)
  3. Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09
    IMF Economic Review, 2010, 58, (1), 37-73 Downloads View citations (51)
  4. More insiders, more insider trading: Evidence from private-equity buyouts
    Journal of Financial Economics, 2010, 98, (3), 500-523 Downloads View citations (19)
    See also Working Paper (2007)
  5. Systemic risk and deposit insurance premiums
    Economic Policy Review, 2010, (Aug), 89-99 Downloads View citations (20)

2009

  1. A theory of systemic risk and design of prudential bank regulation
    Journal of Financial Stability, 2009, 5, (3), 224-255 Downloads View citations (185)
    See also Working Paper (2009)
  2. Bankruptcy Codes and Innovation
    Review of Financial Studies, 2009, 22, (12), 4949-4988 Downloads View citations (53)
    See also Working Paper (2007)
  3. Government Guarantees: Why the Genie Needs to Be Put Back in the Bottle
    The Economists' Voice, 2009, 6, (11), 1-5 Downloads
  4. Managerial hedging, equity ownership, and firm value
    RAND Journal of Economics, 2009, 40, (1), 47-77 Downloads View citations (13)
  5. Private Equity vs. PLC Boards in the U.K.: A Comparison of Practices and Effectiveness
    Journal of Applied Corporate Finance, 2009, 21, (1), 45-56 Downloads View citations (7)

2008

  1. Cash-in-the-Market Pricing and Optimal Resolution of Bank Failures
    Review of Financial Studies, 2008, 21, (6), 2705-2742 Downloads View citations (83)
    See also Working Paper (2007)
  2. Information Contagion and Bank Herding
    Journal of Money, Credit and Banking, 2008, 40, (1), 215-231 Downloads View citations (63)

2007

  1. Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries
    Journal of Financial Economics, 2007, 85, (3), 787-821 Downloads View citations (110)
  2. Insider trading in credit derivatives
    Journal of Financial Economics, 2007, 84, (1), 110-141 Downloads View citations (164)
    See also Working Paper (2005)
  3. Is cash negative debt? A hedging perspective on corporate financial policies
    Journal of Financial Intermediation, 2007, 16, (4), 515-554 Downloads View citations (162)
    See also Working Paper (2005)
  4. Private Equity: Boom and Bust?
    Journal of Applied Corporate Finance, 2007, 19, (4), 44-53 Downloads View citations (9)
  5. Too many to fail--An analysis of time-inconsistency in bank closure policies
    Journal of Financial Intermediation, 2007, 16, (1), 1-31 Downloads View citations (193)
    See also Working Paper (2007)

2006

  1. Should Banks Be Diversified? Evidence from Individual Bank Loan Portfolios
    The Journal of Business, 2006, 79, (3), 1355-1412 Downloads View citations (107)
    See also Working Paper (2002)
  2. When does Strategic Debt-service Matter?
    Economic Theory, 2006, 29, (2), 363-378 Downloads View citations (14)
    See also Working Paper (2002)

2005

  1. Asset pricing with liquidity risk
    Journal of Financial Economics, 2005, 77, (2), 375-410 Downloads View citations (571)
    See also Working Paper (2004)
  2. Optimal Financial-Market Integration and Security Design
    The Journal of Business, 2005, 78, (6), 2397-2434 Downloads View citations (5)
    See also Working Paper (2003)

2003

  1. Is the International Convergence of Capital Adequacy Regulation Desirable?
    Journal of Finance, 2003, 58, (6), 2745-2782 Downloads View citations (73)
    See also Working Paper (2002)

2002

  1. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy
    Review of Financial Studies, 2002, 15, (5), 1355-1383 View citations (42)
    See also Working Paper (2002)

2000

  1. On the optimality of resetting executive stock options
    Journal of Financial Economics, 2000, 57, (1), 65-101 Downloads View citations (34)
    See also Working Paper (1999)

Books

2015

  1. New Perspectives on Corporate Capital Structure
    NBER Books, National Bureau of Economic Research, Inc

Chapters

2013

  1. Introduction, New Perspectives on Corporate Capital Structure
    A chapter in New Perspectives on Corporate Capital Structure, 2013

2012

  1. A Transparency Standard for Derivatives
    A chapter in Risk Topography: Systemic Risk and Macro Modeling, 2012, pp 83-95 Downloads
    See also Working Paper (2011)
  2. How to Calculate Systemic Risk Surcharges
    A chapter in Quantifying Systemic Risk, 2012, pp 175-212 Downloads
 
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