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Persistent link: https://www.econbiz.de/10011616632
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In this paper, we consider models of price-mediated contagion in a banking networkof common asset holdings. For these models, the literature proposed two alternativeclasses of liquidation dynamics:threshold dynamics(banks liquidate their invest-ment portfolios only after they have defaulted),...
Persistent link: https://www.econbiz.de/10012258918
Persistent link: https://www.econbiz.de/10012214042
In this paper, we consider models of price-mediated contagion in a banking network of common asset holdings. For these models, the literature proposed two alternative classes of liquidation dynamics: threshold dynamics (banks liquidate their investment portfolios only after they have defaulted),...
Persistent link: https://www.econbiz.de/10012825050
In this paper, we consider models of price-mediated contagion in a banking network of common asset holdings. For these models, the literature proposed two alternative classes of liquidation dynamics: threshold dynamics (banks liquidate their investment portfolios only after they have defaulted),...
Persistent link: https://www.econbiz.de/10013315306
Persistent link: https://www.econbiz.de/10013464518