The impact of risk regulation on price dynamics
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More about this item
KeywordsValue-at-risk; Simulation; Basel II; Regulation;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G1 - Financial Economics - - General Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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