Diego Garlaschelli

Leiden University

Postbus 9500

Leiden, Zuid Holland 2300 RA

Netherlands

SCHOLARLY PAPERS

1

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108

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0

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Scholarly Papers (1)

Crowded Trades, Market Clustering, and Price Instability

De Nederlandsche Bank Working Paper No. 668
Number of pages: 51 Posted: 05 Feb 2020
Aegon N.V, Leiden University, Erasmus University Rotterdam (EUR) and De Nederlandsche Bank
Downloads 61 (456,560)

Abstract:

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crowded trading, tail-risk, financial stability

Crowded Trades, Market Clustering, and Price Instability

Tinbergen Institute Discussion Paper 2020-007/II
Number of pages: 50 Posted: 10 Mar 2020
Aegon N.V, Leiden University, Erasmus University Rotterdam (EUR) and De Nederlandsche Bank
Downloads 47 (515,181)

Abstract:

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crowded trading, tail-risk, financial stability