Statistical arbitrage and risk contagion
Year of publication: |
2022
|
---|---|
Authors: | Gao, Xing ; Ladley, Dan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 144.2022, p. 1-20
|
Subject: | Financial network | Market stability | Risk contagion | Statistical arbitrage | Theorie | Theory | Arbitrage | Ansteckungseffekt | Contagion effect | Risiko | Risk | Finanzmarkt | Financial market |
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