Running for the exit : distressed selling and endogenous correlation in financial markets
Rama Cont and Lakshithe Wagalath
| Year of publication: |
2013
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|---|---|
| Authors: | Cont, Rama ; Wagalath, Lakshithe |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 23.2013, 4, p. 718-741
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| Subject: | systemic risk | feedback effects | volatility | endogenous risk | liquidity | fire resales | realized covariance | quadratic covariation | Korrelation | Correlation | Volatilität | Volatility | Theorie | Theory | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Systemrisiko | Systemic risk | Risiko | Risk | Liquidität | Liquidity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010187675