How deep was the September 2001 stock market crisis?: putting recent events on the American and French markets into perspective with an index of market shocks
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- Thierry Michel & Bertrand Maillet, 2002. "How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks," FMG Discussion Papers dp417, Financial Markets Group.
References listed on IDEAS
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Cited by:
- Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond-Feingold, 2004.
"La volatilité des marchés augmente-t-elle ?,"
Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 17-44.
- Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Post-Print hal-00308982, HAL.
- Thierry Chauveau & Sylvain Friederich & Jérôme Héricourt & Emmanuel Jurczenko & Catherine Lubochinsky & Bertrand Maillet & Christophe Moussu & Bogdan Négréa & Hélène Raymond Feingold, 2004. "La volatilité des marchés augmente-elle ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308982, HAL.
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More about this item
Keywords
financial crises; volatility; risk measurement; heterogeneity of economic agents;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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