Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction

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Authors: Domenico Di Gangi, Fabrizio Lillo, Davide Pirino

Journal title: Journal of Economic Dynamics and Control

Journal number: 94

Journal publisher: Elsevier BV

Published year: 2018

Published pages: 117-141

DOI identifier: 10.1016/j.jedc.2018.07.001

ISSN: 0165-1889