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Time-varying crash risk : the role of stock market liquidity / by Peter Christoffersen, Bruno Feunou, Yoontae Jeon and Chayawat Ornthanalai.: FB3-5/2016-35E-PDF

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.912198&sl=0

Publication information
Department/Agency
  • Bank of Canada, issuing body.
TitleTime-varying crash risk : the role of stock market liquidity / by Peter Christoffersen, Bruno Feunou, Yoontae Jeon and Chayawat Ornthanalai.
Series title
  • Staff working paper = Document de travail du personnel, 1701-9397 ; 2016-35
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Note(s)
  • Includes bibliographical references (pages 27-30).
  • Includes abstract in French.
Publishing information
  • Ottawa, Ontario, Canada : Bank of Canada = Banque du Canada, July 2016.
Author / Contributor
  • Christoffersen, Peter, author.
Description1 online resource (ii, 53 pages) : charts.
Catalogue number
  • FB3-5/2016-35E-PDF
Subject terms
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