Fire sales forensics : measuring endogenous risk
Year of publication: |
October 2016
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Authors: | Cont, Rama ; Wagalath, Lakshithe |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 26.2016, 4, p. 835-866
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Subject: | fire sales | financial contagion | feedback effects | price impact | liquidity | diffusion approximation | diffusion models | correlations | endogenous risk | Theorie | Theory | Finanzkrise | Financial crisis | Risiko | Risk | Finanzmarkt | Financial market | Wertpapierhandel | Securities trading |
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