Amplification and asymmetry in crashes and frenzies

Han Ozsoylev

Annals of Finance, 2008, vol. 4, issue 2, 157-181

Keywords: Amplification; Asymmetry; Crash; Frenzy; Hedging; Portfolio insurance; G11; G12 (search for similar items in EconPapers)
Date: 2008
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Working Paper: Amplification and Asymmetry in Crashes and Frenzies (2005)
Working Paper: Amplification and Asymmetry in Crashes and Frenzies (2005)
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DOI: 10.1007/s10436-007-0077-z

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