Fire Sale Risk and Credit

40 Pages Posted: 11 Feb 2021 Last revised: 1 Mar 2021

See all articles by Dion Bongaerts

Dion Bongaerts

Erasmus University Rotterdam (EUR) - Finance

Francesco Mazzola

Erasmus University Rotterdam (EUR)

Wolf Wagner

Erasmus University Rotterdam (EUR)

Date Written: February 2021

Abstract

we also find the effects to be significantly weaker outside periods in which fire sales are salient.

Suggested Citation

Bongaerts, Dion and Mazzola, Francesco and Wagner, Wolf, Fire Sale Risk and Credit (February 2021). CEPR Discussion Paper No. DP15798, Available at SSRN: https://ssrn.com/abstract=3784037

Dion Bongaerts (Contact Author)

Erasmus University Rotterdam (EUR) - Finance ( email )

Burgemeester Oudlaan 50
Rotterdam, 3062PA
Netherlands
+31 (0) 10 40 82 790 (Phone)
+31 (0) 10 40 89 017 (Fax)

HOME PAGE: http://www.rsm.nl/portal/page/portal/home/faculty/academic_departments/finance/faculty_and_staff/fac

Francesco Mazzola

Erasmus University Rotterdam (EUR) ( email )

Burgemeester Oudlaan 50
3000 DR Rotterdam, Zuid-Holland 3062PA
Netherlands

Wolf Wagner

Erasmus University Rotterdam (EUR) ( email )

Burgemeester Oudlaan 50
3000 DR Rotterdam, Zuid-Holland 3062PA
Netherlands

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