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13-186/IV - Short-Selling, Leverage and Systemic Risk


  • Authors
    Amelia Pais, Massey University, College of Business, School of Economics and Finance, Auckland, New Zealand; Philip A. Stork, VU University Amsterdam, and Duisenberg School of Finance
  • Publication date
    November 15, 2013
  • Keywords
    bear raids, short-selling bans, financial institutions’ risk, systemic risk, leverage capital requirements, Extreme Value Theory
  • JEL
    C14, G01, G15, G21