Fire-sale Spillovers and Systemic RiskFernando Duarte, Thomas M. Eisenbach2013-01-01preprintSSRN Electronic Journal68 citationsgreenNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyGlobal Financial Crisis and PoliciesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 68 citations exist upstream.References1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations1998Initial conditions and moment restrictions in dynamic panel data models1995Another look at the instrumental variable estimation of error-components models2021Econometric Analysis of Panel Data1995Initial conditions and moment restrictions in dynamic panel data models2008Market Liquidity and Funding Liquidity2009Deciphering the Liquidity and Credit Crunch 2007–20081992Liquidation Values and Debt Capacity: A Market Equilibrium ApproachCited by2015Price Contagion through Balance Sheet Linkages2021Vulnerable Asset Management? The Case of Mutual Funds2016A comprehensive approach to measuring the relation between systemic risk exposure and sovereign debt2020Common asset holdings and systemic vulnerability across multiple types of financial institution2022The dynamic impact of monetary policy on financial stability in China after crises