Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk
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DOI: 10.1057/s41261-024-00240-3
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More about this item
Keywords
Systemic liquidity risk; Market liquidity; Funding liquidity; Contagion; Fire sales;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G01 - Financial Economics - - General - - - Financial Crises
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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