Strategic fire-sales and price-mediated contagion in the banking system
Year of publication: |
2019
|
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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 | Spieltheorie | Game theory | Ansteckungseffekt | Contagion effect | Finanzsystem | Financial system | Bankenkrise | Banking crisis | Finanzmarkt | Financial market | Nash-Gleichgewicht | Nash equilibrium | Bank | Finanzkrise | Financial crisis |
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