Vanini, Paolo; Trojani, Fabio; Leippold, Markus (2006). Equilibrium impact of value-at-risk regulation. Journal of Economic Dynamics and Control, 30:1277-1313.
Statistics
Citations
Dimensions.ai Metrics
Altmetrics
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 |
| Scopus Subject Areas: | Social Sciences & Humanities > Economics and Econometrics
Physical Sciences > Control and Optimization Physical Sciences > Applied Mathematics |
| Language: | English |
| Date: | 2006 |
| Deposited On: | 21 Nov 2014 08:11 |
| Last Modified: | 21 Jan 2022 14:38 |
| Publisher: | Elsevier |
| ISSN: | 0165-1889 |
| OA Status: | Closed |
| 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 |
Vanini, Paolo