Fire Sales, Default Cascades and Complex Financial Networks
Author(s) -
Hamed Amini,
Zhongyuan Cao,
Agnès Sulem
Publication year - 2021
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3935450
Subject(s) - stylized fact , systemic risk , default , economics , financial networks , econometrics , asset (computer security) , inverse gaussian distribution , financial economics , financial crisis , finance , computer science , mathematics , distribution (mathematics) , mathematical analysis , computer security , macroeconomics
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