Common asset holdings and systemic vulnerability across multiple types of financial institution
Paolo Barucca, Tahir Mahmood, Laura Silvestri
| Year of publication: |
2021
|
|---|---|
| Authors: | Barucca, Paolo ; Mahmood, Tahir ; Silvestri, Laura |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 52.2021, p. 1-20
|
| Subject: | Systemic risk | Common asset holdings | Fire sales | Vulnerability | Diversification | Financial contagion | Portfolio-Management | Portfolio selection | Systemrisiko | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Bankenkrise | Banking crisis | Finanzsektor | Financial sector | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2020.100810 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012745459