Systemic risk arising from computer based trading and connections to the empirical literature on systemic risk

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Daníelsson, J. and I. Zer (2012). Systemic risk arising from computer based trading and connections to the empirical literature on systemic risk. Technical report.

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,
 }

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