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A Model of Endogenous Extreme Events

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  • Chollete, Loran

    () (UiS)

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  • Chollete, Loran, 2011. "A Model of Endogenous Extreme Events," UiS Working Papers in Economics and Finance 2012/2, University of Stavanger.
  • Handle: RePEc:hhs:stavef:2012_002
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    More about this item

    Keywords

    Endogenous Risk; Extreme Event; Financial Congestion; Network; Public Good;

    JEL classification:

    • D62 - Microeconomics - - Welfare Economics - - - Externalities
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • G01 - Financial Economics - - General - - - Financial Crises
    • H41 - Public Economics - - Publicly Provided Goods - - - Public Goods

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