Positive feedback trading under stress
Subtitle: evidence from the US Treasury securities market
By: by Benjamin H. Cohen and Hyun Song Shin.
Contributors: Shin, Hyun Song.; Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 122; BIS working papers (Online) ;; no. 122.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2003
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Speculation -- Mathematical models.; Government securities -- United States -- Mathematical models.
Notes: Includes bibliographical references.
Title from home page (viewed on Oct. 29, 2003).
"January 2003."
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.