Equilibrium asset pricing in directed networks
Year of publication: |
2018
|
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Authors: | Branger, Nicole ; Konermann, Patrick ; Meinerding, Christoph ; Schlag, Christian |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | directed cash flow networks | directed shocks | mutually exciting processes | recursive preferences |
Series: | Bundesbank Discussion Paper ; 37/2018 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-503-3 |
Other identifiers: | 1031178988 [GVK] hdl:10419/182301 [Handle] RePEc:zbw:bubdps:372018 [RePEc] |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; D85 - Network Formation |
Source: |
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