A simple model of trading and pricing risky assets under ambiguity any lessons for policy-makers?

The 2007-2008 financial crisis has made it painfully obvious that markets may quickly turn illiquid. Moreover, recent experience has shown that distress and lack of active trading can jump 'around' between seemingly unconnected parts of the financial system contributing to transforming iso...

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Bibliographische Detailangaben
Veröffentlicht in:Applied financial economics
1. Verfasser: Guidolin, Massimo (VerfasserIn)
Weitere Verfasser: Rinaldi, Francesca (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
Portfolio-Management > Wertpapierhandel > Risiko > Asset-Backed Securities > USA > Aufsatz in Zeitschrift
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