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Report / study
Study of market shock propagation
14 March 2017

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.

02 July 2019
The Autorité des marchés financiers publishes its 2019 markets and risk outlook L'Autorité des marchés financiers publie sa cartographie des risques et des marchés 2019
02 July 2019
2019 Markets and Risk Outlook Cartographie 2019 des marchés et des risques
12 March 2019
Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely? Comportement agressif des participants de marché : les HFT traitent-ils au moment opportun ?