Strategic fire-sales and price-mediated contagion in the banking system (Q1755425)
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scientific article; zbMATH DE number 6999110
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| English | Strategic fire-sales and price-mediated contagion in the banking system |
scientific article; zbMATH DE number 6999110 |
Statements
Strategic fire-sales and price-mediated contagion in the banking system (English)
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9 January 2019
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finance
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price-mediated contagion
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Nash equilibrium with strategic complementarities
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CCAR 2015
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macro-prudential stress-tests
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0.8397042155265808
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0.8204137086868286
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0.8122957944869995
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0.7766779065132141
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0.7763636112213135
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