How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks
Year of publication: |
2002-07
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Authors: | Maillet, Bertrand ; Michel, Thierry |
Institutions: | London School of Economics (LSE) |
Subject: | Financial crises | Volatility | Risk measurement | Heterogeneity of economic agents |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Discussion paper, 417 14 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G10 - General Financial Markets. General |
Source: |
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