An integrated model for fire sales and default contagion

IF 0.9 3区经济学 Q3 BUSINESS, FINANCE

Mathematics and Financial Economics Pub Date : 2020-06-27 DOI:10.1007/s11579-020-00273-y

Nils Detering, T. Meyer-Brandis, K. Panagiotou, D. Ritter

引用次数: 7

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一个关于甩卖和违约传染的综合模型

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来源期刊

Mathematics and Financial Economics MATHEMATICS, INTERDISCIPLINARY APPLICATIONS -

CiteScore

2.80

自引率

6.20%

发文量

期刊介绍： The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.