SStudyAcademic Library

Dashboard Shelves Open access My library Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Fire Sales, Indirect Contagion and Systemic Stress Testing · Study

PreprintShelves

PreprintFire Sales, Indirect Contagion and Systemic Stress Testing

Rama Cont A2017

OA

Preprintgreen2017

Fire Sales, Indirect Contagion and Systemic Stress Testing

Rama Cont A · Eric Schaanning

102 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

Banking stability, regulation, efficiency Financial Risk and Volatility Modeling Global Financial Regulation and Crises

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 102 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 2008Market Liquidity and Funding Liquidity 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach 2008Liquidity and leverage 2005Asset Fire Sales (and Purchases) in Equity Markets 2001Optimal execution of portfolio transactions 2006Downside Risk 2001Contagion as a Wealth Effect

Cited by

2019Monitoring indirect contagion 2020Network valuation in financial systems 2019Rethinking Financial Stability 2019Networks and systemic risk in the financial system 2018Systemic Risk 10 Years Later 2020Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Redemptions 2020Liquidity at risk: Joint stress testing of solvency and liquidity 2020Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem

Details

Year2017

Typepreprint

Published2017-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations102

Files0 public / 0

ShelfBanking stability, regulation, efficiency

Identifiers

doi10.2139/ssrn.2955646

openalex_workW3124403169

Links

Imported from OpenAlex (CC0) — nothing here is generated.