Lost in contagion? : building a liquidation index from covariance dynamics
Lakshithe Wagalath
| Year of publication: |
February 2017
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|---|---|
| Authors: | Wagalath, Lakshithe |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 1, p. 1-26
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| Subject: | Fire sales | liquidation | systemic risk indicator | contagion | Theorie | Theory | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Systemrisiko | Systemic risk | Liquidität | Liquidity | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Bankenliquidität | Bank liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024917500017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686776