Market procyclicality and systemic risk (Q4554211): Difference between revisions
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Property / cites work: Equilibrium asset pricing with systemic risk / rank | |||
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Property / cites work: Systemic Risk in Financial Systems / rank | |||
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Property / cites work: Risk Assessment for Banking Systems / rank | |||
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Property / cites work: Contagion in financial networks / rank | |||
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Latest revision as of 08:05, 17 July 2024
scientific article; zbMATH DE number 6976812
Language | Label | Description | Also known as |
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English | Market procyclicality and systemic risk |
scientific article; zbMATH DE number 6976812 |
Statements
Market procyclicality and systemic risk (English)
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13 November 2018
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financial networks
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continuous-time
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systemic risk
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procyclicality
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leverage
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market liquidity
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