ETFs, Illiquid Assets, and Fire Sales

2021 ◽  
Author(s):  
John J. Shim ◽  
Karamfil Todorov
Keyword(s):  
Fire Sales ◽  
Illiquid Assets

scholarly journals The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks

2017 ◽  
Vol 34 (3-4) ◽  
Author(s):  
Zachary Feinstein ◽  
Fatena El-Masri
Keyword(s):  
Network Model ◽  
Financial System ◽  
Financial Networks ◽  
Financial Contagion ◽  
Fire Sales ◽  
Illiquid Assets

AbstractThis paper provides a framework for modeling the financial system with multiple illiquid assets when liquidation of illiquid assets is caused by failure to meet a leverage requirement. This extends the network model of [

scholarly journals Asset Fire Sales (and Purchases) in Equity Markets

2005 ◽  
Author(s):  
Joshua D. Coval ◽  
Erik Stafford
Keyword(s):  
Equity Markets ◽  
Fire Sales
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