Risk targeting and policy illusions : evidence from the announcement of the Volcker Rule
Year of publication: |
January 2018
|
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Authors: | Keppo, Jussi ; Korte, Josef |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 1, p. 215-234
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Subject: | Volcker Rule | proprietary trading | trading book | banking book | hedging | bank regulation | Bankenregulierung | Bank regulation | Hedging | Ankündigungseffekt | Announcement effect |
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