Short-Selling, Leverage and Systemic Risk
Year of publication: |
2013-11-15
|
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Authors: | Pais, Amelia ; Stork, Philip A. |
Institutions: | Tinbergen Instituut |
Subject: | bear raids | short-selling bans | financial institutions’ risk | systemic risk | leverage capital requirements | Extreme Value Theory |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 13-186/IV/DSF68 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G01 - Financial Crises ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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Short-selling, leverage and systemic risk
Pais, Amelia, (2013)
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Short-Selling, Leverage and Systemic Risk
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Contagion Risk in the Australian Banking and Property Sectors
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Short-Selling, Leverage and Systemic Risk
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Contagion risk in the Australian banking and property sectors
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Short-selling, leverage and systemic risk
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