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Market procyclicality and systemic risk - MaRDI portal

Market procyclicality and systemic risk (Q4554211)

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scientific article; zbMATH DE number 6976812
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English
Market procyclicality and systemic risk
scientific article; zbMATH DE number 6976812

    Statements

    title
    Market procyclicality and systemic risk (English)
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    author
    Paolo Tasca
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    Stefano Battiston
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    publication date
    13 November 2018
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    zbMATH Keywords
    financial networks
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    continuous-time
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    systemic risk
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    procyclicality
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    leverage
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    market liquidity
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    Identifiers

    zbMATH DE Number
    6976812
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    OpenAlex ID
    W1710847168
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