Running for the exit: distressed selling and endogenous correlation in financial markets (Q2851561)
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scientific article; zbMATH DE number 6215364
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| English | Running for the exit: distressed selling and endogenous correlation in financial markets |
scientific article; zbMATH DE number 6215364 |
Statements
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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Running for the exit: distressed selling and endogenous correlation in financial markets (English)
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0.7484045028686523
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0.7389770150184631
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0.7312607765197754
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0.7198442220687866
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0.7042290568351746
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