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Fire Sales Forensics: Measuring Endogenous Risk

Name: The Institute for New Economic Thinking at the Oxford Martin School
Address: Eagle House, Walton Well Road, Oxford, Oxfordshire, OX2 6ED, UK
Telephone: +44 (0)1865 288895
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20 Sept 16

Citation:

Cont, R. & Wagalath, L. (2016). 'Fire Sales Forensics: Measuring Endogenous Risk'. Mathematical Finance, 26:4, pp.835-866

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Fire Sales Forensics: Measuring Endogenous Risk

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