A perfect storm in the financial market

Article (Web of Science)

• cited authors: Chung, Chune Young; Hur, Seok-Kyun; Wang, Kainan
• publication date: August 1, 2022
• webpage: Web of Science
• published in: JOURNAL OF FINANCIAL STABILITY Journal
• category: ECONOMICS Category

keywords

• Beta distribution
• Capital asset pricing model
• Financial crisis
• Market crash

• volume: 61