An integrated model for fire sales and default contagion (Q829209)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An integrated model for fire sales and default contagion
scientific article

    Statements

    An integrated model for fire sales and default contagion (English)
    0 references
    0 references
    0 references
    0 references
    5 May 2021
    0 references
    0 references
    systemic risk
    0 references
    financial contagion
    0 references
    asset fire sales
    0 references
    price-mediated contagion
    0 references
    default contagion
    0 references
    capital requirements
    0 references
    0 references