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20-007/II - Crowded trades, market clustering, and price instability

  • Authors
    Marc van Kralingen, Aegon N.V.; Diego Garlaschelli, Lorentz Institute; Karolina Scholtus, Erasmus University; Iman van Lelyveld, Vrije Universiteit Amsterdam
  • Publication date
    February 4, 2020
  • Keywords
    crowded trading, tail-risk, financial stability
  • JEL
    G02, G14, G20
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