Lost in contagion? : building a liquidation index from covariance dynamics
Lakshithe Wagalath
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Wagalath, Lakshithe |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 20.2017, 1, p. 1-26
|
| Subject: | Fire sales | liquidation | systemic risk indicator | contagion | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Systemrisiko | Systemic risk | Liquidität | Liquidity | Aktienindex | Stock index | Korrelation | Correlation | Bankenkrise | Banking crisis | Bankenliquidität | Bank liquidity | Wirtschaftsindikator | Economic indicator | Betriebliche Liquidität | Corporate liquidity | Theorie | Theory | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024917500017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686776