A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A repo model of fire sales with VWAP and LOB pricing mechanisms |
scientific article |
Statements
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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