Common asset holdings and systemic vulnerability across multiple types of financial institution
Year of publication: |
2021
|
---|---|
Authors: | Barucca, Paolo ; Mahmood, Tahir ; Silvestri, Laura |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 52.2021, p. 1-20
|
Subject: | Systemic risk | Common asset holdings | Fire sales | Vulnerability | Diversification | Financial contagion | Theorie | Theory | Finanzkrise | Financial crisis | Systemrisiko | Portfolio-Management | Portfolio selection | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis |
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