Modelling fire sale contagion across banks and non-banks
Year of publication: |
2024
|
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Authors: | Caccioli, Fabio ; Ferrara, Gerardo ; Ramadiah, Amanah |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2165108-5. - Vol. 71.2024, Art.-No. 101231, p. 1-16
|
Subject: | Common asset holdings | Financial contagion | Fire sales | Systemic risk | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Theorie | Theory | Systemrisiko | Bankenkrise | Banking crisis | Bank | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.jfs.2024.101231 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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