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Fire Sales, Default Cascades and Complex Financial Networks

Hamed Amini, Zhongyuan Cao and Agnes Sulem
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Hamed Amini: Georgia State University - USG - University System of Georgia
Zhongyuan Cao: MATHRISK - Mathematical Risk Handling - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École des Ponts ParisTech - Inria de Paris - Inria - Institut National de Recherche en Informatique et en Automatique
Agnes Sulem: MATHRISK - Mathematical Risk Handling - UPEM - Université Paris-Est Marne-la-Vallée - ENPC - École des Ponts ParisTech - Inria de Paris - Inria - Institut National de Recherche en Informatique et en Automatique

Working Papers from HAL

Date: 2021-11-16
New Economics Papers: this item is included in nep-cwa and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-03425599

DOI: 10.2139/ssrn.3935450

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