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Eric Ghysels

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About

For biographical information about the author, please refer to the publications.

Working papers

Working Papers

Backtesting Systemic Risk Measures During Historical Bank Runs
Christian Brownlees, Benjamin Chabot, Eric Ghysels, Christopher Kurz | 2015 | No. 2015-09 | December Download

Momentum Trading, Return Chasing and Predictable Crashes

Benjamin Chabot, Eric Ghysels, Ravi Jagannathan | 2014 | No. 2014-27 | December Download
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