Equilibrium impact of value-at-risk regulation

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 2006
Volume: 30
Issue: 8
Pages: 1277-1313

Authors (3)

Leippold, Markus (Universität Zürich) Trojani, Fabio (Université de Genève) Vanini, Paolo (Universität Basel)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:dyncon:v:30:y:2006:i:8:p:1277-1313
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25