Frunza, Marius‐Cristian; Guegan, Dominique; … - In: Journal of Financial Crime 18 (2011) 2, pp. 183-194
Purpose – The aim of this paper is to show evidence and to quantify with forensic econometric methods the impact of the missing trader fraud (MTF) on European carbon allowances markets. This fraud occurred mainly between the end of 2008 and the beginning of 2009. In this paper, the financial...