Pages that link to "Item:Q1755425"
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The following pages link to Strategic fire-sales and price-mediated contagion in the banking system (Q1755425):
Displayed 11 items.
- Continuity and sensitivity analysis of parameterized Nash games (Q2099318) (← links)
- A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974) (← links)
- Price mediated contagion through capital ratio requirements with VWAP liquidation prices (Q2242406) (← links)
- Capital regulation under price impacts and dynamic financial contagion (Q2333022) (← links)
- Short Communication: Clearing Prices under Margin Calls and the Short Squeeze (Q5045198) (← links)
- Endogenous Inverse Demand Functions (Q5058034) (← links)
- Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451) (← links)
- Interbank asset-liability networks with fire sale management (Q6087256) (← links)
- Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Q6148815) (← links)
- A generalized Nash equilibrium problem arising in banking regulation: an existence result with Tarski's theorem (Q6161293) (← links)
- Economic foundations of generalized games with shared constraint: do binding agreements lead to less Nash equilibria? (Q6167431) (← links)