Fire sales forensics: measuring endogenous risk (Q2831004)
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scientific article; zbMATH DE number 6646426
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| default for all languages | No label defined |
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| English | Fire sales forensics: measuring endogenous risk |
scientific article; zbMATH DE number 6646426 |
Statements
1 November 2016
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fire sales
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financial contagion
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feedback effects
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price impact
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liquidity
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diffusion approximation
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diffusion models
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correlations
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endogenous risk
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Fire sales forensics: measuring endogenous risk (English)
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0.7838122844696045
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0.7717329263687134
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0.7492142915725708
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0.7344371676445007
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0.7312607765197754
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