Illiquidity comovement and market crisis

DOI10.1007/S11424-022-0299-1zbMath1504.91330OpenAlexW4289517806MaRDI QIDQ2109292

Yaodong Yang, Qingduo Zeng, Shancun Liu, Qiang Zhang

Publication date: 20 December 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-022-0299-1

zbMATH Keywords

contagionilliquiditycrisisrational expectation equilibrium

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Common sentiment and price contagion

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