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My bibliography Save this articleFuelling fire sales? Prudential regulation and crises: evidence from the Italian market
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DOI: 10.1007/s12197-021-09558-4
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More about this item
Keywords
Value-at-risk; Pro-cyclicality; Regulation; Vector auto-regression;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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