RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS (Q2851561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS |
scientific article |
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RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS (English)
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11 October 2013
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systemic risk
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feedback effects
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volatility
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endogenous risk
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liquidity
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fire resales
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realized covariance
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quadratic covariation
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