Scandinavian Working Papers in Economics

UiS Working Papers in Economics and Finance,
University of Stavanger

No 2012/2: A Model of Endogenous Extreme Events

Loran Chollete (loran.g.chollete@uis.no)
Additional contact information
Loran Chollete: UiS, Postal: University of Stavanger, NO-4036 Stavanger, Norway

Abstract: .

Keywords: Endogenous Risk; Extreme Event; Financial Congestion; Network; Public Good

JEL-codes: D62; E44; E51; G01; H41

28 pages, December 6, 2011

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uis_wps_2012_2_chollete.pdf PDF-file

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