Daníelsson, J. and I. Zer (2012, May). Systemic risk arising from computer based trading and connections to the empirical literature on systemic risk. Technical report.
Download paper
A review commissioned as part of the UK Government\'s Foresight Project, The Future of Computer Trading in Financial Markets.
@TECHREPORT{DanielssonZer2012,
author = {J{\'o}n Dan{\'i}elsson and Ilknur Zer},
title = {Systemic risk arising from computer based trading and
connections to the empirical literature on systemic
risk},
year = 2012,
}