The financial origins of non-fundamental risk
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- Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2023. "The Financial Origins of Non-Fundamental Risk," Working Paper Series 2023-20, Federal Reserve Bank of San Francisco.
- Acharya, Sushant & Dogra, Keshav & Singh, Sanjay, 2021. "The Financial Origins of Non-Fundamental Risk," CEPR Discussion Papers 16793, C.E.P.R. Discussion Papers.
- Sushant Acharya & Keshav Dogra & Sanjay Singh, 2022. "The Financial Origins of Non-fundamental Risk," Staff Working Papers 22-4, Bank of Canada.
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More about this item
Keywords
safe assets; self-fulfilling asset market crashes; liquidity; fire sales;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2022-01-03 (Central Banking)
- NEP-CWA-2022-01-03 (Central and Western Asia)
- NEP-FDG-2022-01-03 (Financial Development and Growth)
- NEP-IAS-2022-01-03 (Insurance Economics)
- NEP-MAC-2022-01-03 (Macroeconomics)
- NEP-RMG-2022-01-03 (Risk Management)
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