Structural contagion and vulnerability to unexpected liquidity shortfalls
Year of publication: |
2012
|
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Authors: | Giansante, Simone ; Chiarella, Carl ; Sordi, Serena ; Vercelli, Alessandro |
Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 83.2012, 3, p. 558-569
|
Subject: | Financial fluctuations | Contagion | Systemic risk | Heterogeneous agents | Complex dynamics | Ansteckungseffekt | Contagion effect | Systemrisiko | Theorie | Theory | Finanzkrise | Financial crisis | Schock | Shock | Liquidität | Liquidity | Volatilität | Volatility | Finanzmarkt | Financial market | Risiko | Risk |
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