Pages that link to "Item:Q2409061"
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The following pages link to The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061):
Displayed 10 items.
- Financial contagion and asset liquidation strategies (Q1728164) (← 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)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← links)
- Capital regulation under price impacts and dynamic financial contagion (Q2333022) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- An adaptive dynamical model of default contagion (Q5092640) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)