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Risk bubbles and market instability

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  • Giacomo Raffaelli
  • Matteo Marsili

Abstract

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Suggested Citation

  • Giacomo Raffaelli & Matteo Marsili, 2006. "Risk bubbles and market instability," Working Papers wp06-22, Warwick Business School, Finance Group.
  • Handle: RePEc:wbs:wpaper:wp06-22
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    File URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/wrkingpaprseries/fwp06-22.pdf
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    References listed on IDEAS

    as
    1. Hall, Anthony D. & Hwang, Soosung & Satchell, Stephen E., 2002. "Using Bayesian variable selection methods to choose style factors in global stock return models," Journal of Banking & Finance, Elsevier, vol. 26(12), pages 2301-2325.
    2. Thierry Roncalli & Gael Riboulet & Ashkan Nikeghbali & Vado Durrleman & Erick Bouy?, 2001. "Copulas: an Open Field for Risk Management," Working Papers wp01-01, Warwick Business School, Finance Group.
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    Cited by:

    1. Panagiotis Papaioannou & Lucia Russo & George Papaioannou & Constantinos Siettos, 2013. "Can social microblogging be used to forecast intraday exchange rates?," Netnomics, Springer, vol. 14(1), pages 47-68, November.

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