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Study of market shock propagation
Study of market shock propagation
In this document, the Autorité des Marchés Financiers (AMF) presents an analysis of the propagation of seven recent market shocks to different instruments (mainly French and European equities and equity index futures), in terms of magnitude and over time. The analysis used data from trades in equities, equity indices and equity index futures contracts.
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On the same topic
02 December 2020
Speech by Robert Ophèle, AMF Chairman - ISDA Conference (International Swaps and Derivatives Association) - "Outlook for European regulation " - 2 December 2020
Speech by Robert Ophèle, AMF Chairman - ISDA Conference (International Swaps and Derivatives Association) - "Outlook for European regulation " - 2 December 2020
