Terrence Miao
-
2012-11-19 07:26:56+1100
- Updated: 2012-11-19 07:27:11+1100
Why illiquidity in one asset can spread quickly to others,
from paper
Illiquidity Contagion and Liquidity Crashes
Read paper:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1804351
Signal failure
Shared with: Public
Terrence Miao
- 2012-11-19 07:28:32+1100
Admittedly, I really don't get a piece of sense of all those math formula in the paper ...
