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Equilibrium impact of value-at-risk regulation


Vanini, Paolo; Trojani, Fabio; Leippold, Markus (2006). Equilibrium impact of value-at-risk regulation. Journal of Economic Dynamics and Control, 30:1277-1313.

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18 citations in Scopus®
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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Banking and Finance
Dewey Decimal Classification:330 Economics
Language:English
Date:2006
Deposited On:21 Nov 2014 08:11
Last Modified:05 Apr 2016 18:32
Publisher:Elsevier
ISSN:0165-1889
Publisher DOI:https://doi.org/10.1016/j.jedc.2005.04.008
Official URL:http://papers.ssrn.com/sol3/papers.cfm?abstract_id=302589
Other Identification Number:merlin-id:3554

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