Journal of Banking & Finance Vol. 190 2026

Option-implied systemic risk measures

Wenjing Xia¹; Wuyi Ye¹; Bin Wu¹; Yi Zhou²

¹ University of Science and Technology of China · ² Nanjing University of Science and Technology

DOI

10.1016/j.jbankfin.2026.107770

Volume

190

Pages

107770

Language

en

Sources

semanticscholar openalex crossref

Cite

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