Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
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Publication:1624485
DOI10.1016/j.jedc.2018.07.001zbMath1402.91842arXiv1509.00607MaRDI QIDQ1624485
Fabrizio Lillo, Davide Pirino, Domenico Di Gangi
Publication date: 16 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.00607