Asset price bubbles, market liquidity, and systemic risk
DOI10.1007/s11579-019-00247-9zbMath1461.91328OpenAlexW2971832342WikidataQ127322995 ScholiaQ127322995MaRDI QIDQ829205
Sujan Lamichhane, Robert A. Jarrow
Publication date: 5 May 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-019-00247-9
bubblesmarket liquiditysystemic riskasset price equilibriumborrowing/trading constraintsheterogeneous agents/beliefs
Interest rates, asset pricing, etc. (stochastic models) (91G30) Heterogeneous agent models (91B69) Financial networks (including contagion, systemic risk, regulation) (91G45)
Related Items (1)
Cites Work
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