Simulating fire sales in a system of banks and asset managers
Year of publication: |
2020
|
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Authors: | Calimani, Susanna ; Halaj, Grzegorz ; Żochowski, Dawid |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | fire sales | contagion | systemic risk | asset managers | agent-based model |
Series: | ECB Working Paper ; 2373 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-4016-0 |
Other identifiers: | 10.2866/191320 [DOI] 1690342919 [GVK] hdl:10419/228987 [Handle] RePEc:ecb:ecbwps:20202373 [RePEc] |
Classification: | C6 - Mathematical Methods and Programming ; G21 - Banks; Other Depository Institutions; Mortgages ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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Simulating fire sales in a system of banks and asset managers
Calimani, Susanna, (2020)
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Simulating fire-sales in a banking and shadow banking system
Calimani, Susanna, (2017)
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Simulating fire-sales in a banking and shadow banking system
Calimani, Susanna, (2017)
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Simulating fire-sales in a banking and shadow banking system
Calimani, Susanna, (2017)
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Simulating Fire Sales in a System of Banks and Asset Managers
Calimani, Susanna, (2020)
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Simulating Fire-Sales in a Banking and Shadow Banking System
Calimani, Susanna, (2021)
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