Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Domenico Di Gangi, Fabrizio Lillo, Davide Pirino
| Year of publication: |
2018
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|---|---|
| Authors: | Di Gangi, Domenico ; Lillo, Fabrizio ; Pirino, Davide |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 94.2018, p. 117-141
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| Subject: | Financial networks | Fire sales | Liquidity | Maximum entropy | Systemic risk | Entropie | Entropy | Systemrisiko | Finanzkrise | Financial crisis | Theorie | Theory | Spillover-Effekt | Spillover effect | Unternehmensnetzwerk | Business network | Liquidität | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2018.07.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012004377