Short-selling bans and contagion risk
Year of publication: |
2012
|
---|---|
Authors: | Pais, Amelia ; Stork, Philip A. |
Published in: |
Journal of Financial Transformation. - Capco Institute. - Vol. 35.2012, p. 109-122
|
Publisher: |
Capco Institute |
Subject: | short selling | short-selling ban | stock market | Extreme Value Theory | univariate risk | contagion risk | risk metrics |
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