Zobrazeno 1 - 4
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pro vyhledávání: '"Calimani, Susanna"'
Publikováno v:
In Journal of Banking and Finance May 2022 138
We develop an agent-based model of traditional banks and asset managers to investigate the contagion risk related to fire sales and balance sheet interactions. We take a structural approach to the price formation in fire sales as in Bluhm et al. (201
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::aef1bc37933ca833532e24c2788c8194
https://hdl.handle.net/10419/228987
https://hdl.handle.net/10419/228987
We develop an agent based model of traditional banks and asset managers. Our aim is to investigate the channels of contagion of shocks to asset prices within and between the two financial sectors, including the effects of fire sales and their impact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::6eb558dd3f7bfd2b4b1c55684f3eeda2
https://hdl.handle.net/10419/193553
https://hdl.handle.net/10419/193553
Autor:
Calimani, Susanna, Pellizzari, Paolo
Publikováno v:
Artificial Economics & Self Organization; 2014, p41-53, 13p