Pages that link to "Item:Q2296100"

The following pages link to The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100):

Displayed 30 items.

• An integrated model for fire sales and default contagion (Q829209) ‎ (← links)
• 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)
• On fairness of systemic risk measures (Q2308182) ‎ (← links)
• Impact of contingent payments on systemic risk in financial networks (Q2323337) ‎ (← links)
• Capital regulation under price impacts and dynamic financial contagion (Q2333022) ‎ (← links)
• How is systemic risk amplified by three typical financial networks (Q2676166) ‎ (← links)
• Systemic risk models for disjoint and overlapping groups with equilibrium strategies (Q2679209) ‎ (← links)
• Systemic cascades on inhomogeneous random financial networks (Q2690069) ‎ (← links)
• Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) ‎ (← links)
• Measures of Systemic Risk (Q4607047) ‎ (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) ‎ (← links)
• Managing Default Contagion in Inhomogeneous Financial Networks (Q4971974) ‎ (← links)
• Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading (Q4994680) ‎ (← links)
• Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) ‎ (← links)
• Suffocating Fire Sales (Q5029933) ‎ (← links)
• Endogenous Inverse Demand Functions (Q5058034) ‎ (← links)
• Market Efficient Portfolios in a Systemic Economy (Q5080636) ‎ (← links)
• Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) ‎ (← links)
• Systemic Risk in Networks with a Central Node (Q5112531) ‎ (← links)
• Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) ‎ (← links)
• Interbank Clearing in Financial Networks with Multiple Maturities (Q5742494) ‎ (← links)
• Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) ‎ (← links)
• A unified approach to systemic risk measures via acceptance sets (Q5743125) ‎ (← links)
• SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) ‎ (← links)
• Contingent Convertible Obligations and Financial Stability (Q5886362) ‎ (← links)
• Interbank asset-liability networks with fire sale management (Q6087256) ‎ (← links)
• Decentralized payment clearing using blockchain and optimal bidding (Q6112780) ‎ (← links)
• Clustering heterogeneous financial networks (Q6196293) ‎ (← links)