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
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| Department/Agency | Bank of Canada, issuing body. |
|---|---|
| Title | Time-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 type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| 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. |
| Description | 1 online resource (ii, 53 pages) : charts. |
| Catalogue number |
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| Subject terms | Liquidity (Economics) Stock exchanges -- Econometric models -- Canada. Liquidité (Économie politique) Bourse -- Modèles économétriques -- Canada. |
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