Convergence trading with wealth effects: An amplification mechanism in financial markets

Journal of Financial Economics

Volumn 62, Issue 2, 2001, Pages 247-292

  Xiong, Wei ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Convergence trading; Destabilizing speculation; G10; G20; LTCM crisis; Volatility amplification; Wealth effect

Indexed keywords

EID: 0035511177     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(01)00078-2     Document Type: Article

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