Dynamic Leveraging–Deleveraging Games (Q5130486)

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scientific article; zbMATH DE number 7269906
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Dynamic Leveraging–Deleveraging Games
scientific article; zbMATH DE number 7269906

    Statements

    Dynamic Leveraging–Deleveraging Games (English)
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    4 November 2020
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    systemic risk
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    debt capacity
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    funding liquidity risk
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    Nash equilibrium
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    heterogeneous beliefs
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