An integrated model for fire sales and default contagion
type: Item
instance of: scholarly article
title: An integrated model for fire sales and default contagion
zbMATH Open document ID: 1461.91339
author: Nils Detering
author: Thilo Meyer-Brandis
author: Daniel Ritter
author: Konstantinos Panagiotou
published in: Mathematics and Financial Economics
publication date: 2021-05-05T00:00:00Z
Mathematics Subject Classification ID: 91G45
zbMATH DE Number: 7344562
zbMATH Keywords: systemic risk
zbMATH Keywords: financial contagion
zbMATH Keywords: asset fire sales
zbMATH Keywords: price-mediated contagion
zbMATH Keywords: default contagion
zbMATH Keywords: capital requirements
MaRDI profile type: Publication
full work available at URL: s11579-020-00273-y
OpenAlex ID: W3037590945
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DOI: 10.1007/S11579-020-00273-Y
description: scientific article; zbMATH DE number 7344562