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subject:"Risk Management"
subject:"Volatility"
~isPartOf:"Annals of economics and statistics"
~language:"eng"
~person:"Aboura, Sofiane"
~person:"Bodie, Zvi"
~person:"Eller, Roland"
~person:"Frattarolo, Lorenzo"
~person:"Gray, Dale"
~subject:"Asset-liability management"
~subject:"Sovereign wealth fund"
~subject:"State-owned assets"
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Leverage vs. feedback : which effect drives the equity market during stress periods?
Aboura, Sofiane
- In:
Annals of economics and statistics
119/120
(
2015
),
pp. 269-288
Persistent link: https://www.econbiz.de/10011480280
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