An integrated model for fire sales and default contagion (Q829209)
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scientific article; zbMATH DE number 7344562
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An integrated model for fire sales and default contagion |
scientific article; zbMATH DE number 7344562 |
Statements
An integrated model for fire sales and default contagion (English)
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5 May 2021
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systemic risk
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financial contagion
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asset fire sales
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price-mediated contagion
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default contagion
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capital requirements
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0.8289251923561096
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0.8283159732818604
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0.828253448009491
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0.8135806322097778
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0.8085740804672241
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