Markose, S.M, 2012 November, 

“Systemic Risk from Global Financial Derivatives:  A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax ”
International Fund Working Paper No. 12/282, November 2012.
http://www.imf.org/external/pubs/cat/wp1_sp.aspx?s_year=2012&e_year=2012&brtype=default