Capital regulation induced reaching for systematic yield: Financial instability through fire sales

Martijn Adriaan Boermans, Bram van der Kroft

Research output: Working paper / Preprint › Working paper

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Credit Ratings, Regulatory Arbitrage and Capital Requirements: Do Investors Strategically Allocate Bond Portfolios?
Martijn Adriaan Boermans (Speaker) & Bram van der Kroft (Speaker)
1 Oct 2020
Activity: Talk or presentation / Performance / Speeches › Talk or presentation - at conference › Academic