Codice QDD 90 Titolo Does an equity holding tax help to stabilize a VaR regulated financial market? Data 2011-03-22 Autore/i Barucci, E.; Cosso, A. Link Download full text Abstract We investigate the capability of an equity holding tax to stabilize a VaR regulated financial market. We show that a VaR constraint induces high volatility in a distressed financial market, the phenomenon is not observed in a market with risk averse unregulated traders. A tax on equity holding smoothes the peak of volatility and stabilizes the market at the cost of a generalized higher volatility.