Do bankrupt firms impose negative externalities on their non-bankrupt competitors? We propose and analyze a collateral channel in which a firm's bankruptcy reduces collateral values of other industry
Risk ON / Risk OFF signals based on VIX statistical indicators (Dynamic Volatility Signal) and including measures of financial stress indicators and macro-economic environment (Brain Dynamic Allocatio
"Risk management" in securities markets refers to the oversight of portfolio managers and professional traders when they trade on behalf of investors in security markets. Monitoring of their trading p