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A Model of Endogenous Extreme Events

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  • Chollete, Loran

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    (UiS)

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    Bibliographic Info

    Paper provided by University of Stavanger in its series UiS Working Papers in Economics and Finance with number 2012/2.

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    Length: 28 pages
    Date of creation: 06 Dec 2011
    Date of revision:
    Handle: RePEc:hhs:stavef:2012_002

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    Postal: University of Stavanger, NO-4036 Stavanger, Norway
    Web page: http://www.uis.no/research/economics_and_finance
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    Keywords: Endogenous Risk; Extreme Event; Financial Congestion; Network; Public Good;

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