Strategic fire-sales and price-mediated contagion in the banking system
Yann Braouezec, Lakshithe Wagalath
| Year of publication: |
2019
|
|---|---|
| Authors: | Braouezec, Yann ; Wagalath, Lakshithe |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 274.2019, 3 (1.5.), p. 1180-1197
|
| Subject: | Finance | Price-mediated contagion | Nash equilibrium with strategic Complementarities | CCAR 2015 | Macro-prudential stress-tests | Ansteckungseffekt | Contagion effect | Spieltheorie | Game theory | Nash-Gleichgewicht | Nash equilibrium | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Finanzsystem | Financial system | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.11.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990311