A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974)

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A repo model of fire sales with VWAP and LOB pricing mechanisms
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    A repo model of fire sales with VWAP and LOB pricing mechanisms (English)
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    5 November 2021
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    finance
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    systemic risk
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    price-mediated contagion
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    repurchase agreements
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