Title:

Fire-Sale Spillovers and Systemic Risk

Authors:

Fernando Duarte (Fed Res Bk of New York)
Thomas M. Eisenbach (Fed Res Bk of New York)

Journal:

Journal of Finance

Year:

2021

Volume:

76

Number:

3

Pages:

1251-1294

JEL codes:

G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure