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~person:"Bougheas, Spiros P."
~subject:"Risk"
~subject:"Systemic risk"
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Bougheas, Spiros P.
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Systemic risk in banking,
fire
sales, and macroeconomic disasters
Bougheas, Spiros P.
;
Harvey, David I.
;
Kirman, Alan P.
; …
-
2024
We develop a dynamic computational network model of the banking system where
fire
sales provide the amplification …
Persistent link: https://www.econbiz.de/10014490902
Saved in:
2
Fire
sales and ex ante valuation of systemic risk : a financial equilibrium networks approach
Bougheas, Spiros P.
;
Spencer, Adam Hal
-
2022
We introduce endogenous
fire
sales into a simple network model. For any given initial distribution of shocks across the …
Persistent link: https://www.econbiz.de/10013457674
Saved in:
3
Fire
sales and ex ante valuation of systemic risk : a financial equilibrium networks approach
Bougheas, Spiros P.
;
Spencer, Adam Hal
-
2022
Persistent link: https://www.econbiz.de/10014228094
Saved in:
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