Fire Sales Forensics: Measuring Endogenous Risk
URL: https://hal.science/hal-00697224
Dataset description:
We propose a tractable framework for quantifying the impact of fire sales on the volatility and correlations of asset returns in a multi-asset setting. Our results enable to...
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Additional Information
| Field | Value |
|---|---|
| Data last updated | unknown |
| Metadata last updated | May 18, 2026 |
| Created | unknown |
| Format | HTML |
| License | https://about.hal.science/hal-authorisation-v1/, info:eu-repo/semantics/OpenAccess |
| Created | 6 months ago |
| Id | 88737d0a-11d2-4db6-ae9a-da882ad676dd |
| Package id | oai-hal-hal-00697224v1 |
| Resource type | HTML |
| State | active |