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

   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.

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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,
 url =     {RiskResearch.org},
}