Analysis of financial shock contagion between ETFs and underlying asset markets with consideration of regulations using artificial markets

JSAI Technical Report, Type 2 SIG

Online ISSN : 2436-5556

Analysis of financial shock contagion between ETFs and underlying asset markets with consideration of regulations using artificial markets

Shuto ENDO, Takanobu MIZUTA, Isao YAGI

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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2025 Volume 2025 Issue FIN-034 Pages 34-41

DOI https://doi.org/10.11517/jsaisigtwo.2025.FIN-034_34

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[in Japanese]

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