Illiquidity comovement and market crisis

DOI10.1007/S11424-022-0299-1MaRDI QIDQ2109292zbMATH OpenOpenAlexFDO

Authors Qingduo Zeng, Qiang Zhang, Shancun Liu, Yaodong Yang

Publication date 20 December 2022

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-022-0299-1

zbMATH Keywords

contagioncrisisilliquidityrational expectation equilibrium

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• Common sentiment and price contagion

Cited in

(5)

• Financial contagion and asset liquidation strategies
• Contagion between asset markets: a two market heterogeneous agents model with destabilising spillover effects
• Liquidity management and stock price reactions in an economic crisis
• Common sentiment and price contagion
• The role of equity funds in the financial crisis propagation

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