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.
Head of publications: The Executive Director of AMF Communication Directorate. Contact: Communication Directorate – Autorité des marches financiers 17 place de la Bourse – 75082 Paris cedex 02