STOCK MARKET CRASHES IN 2007–2009: WERE WE ABLE TO PREDICT THEM?
Authors: | Lleo, Sébastien ; Ziemba, William T. |
---|---|
Published in: | |
Subject: | Risk Management | Sovereign Risk | Systemic Risk | Liquidity | Credit Risk | Equity Risk Premium | Enterprise Risk Management |
-
Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis
Roggi, Oliviero,
-
LIQUIDITY AND EFFICIENCY IN THREE RELATED FOREIGN EXCHANGE OPTIONS MARKETS
Brenner, Menachem,
-
Acharya, Viral V.,
- More ...
-
The Swiss black swan bad scenario : is Switzerland another casualty of the Eurozone crisis?
Lleo, Sébastien, (2015)
-
Lleo, Sébastien, (2015)
-
Using a mean changing stochastic processes exit-entry model for stock market long-short prediction
Lleo, Sébastien, (2021)
- More ...