Pages that link to "Item:Q2851561"
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The following pages link to RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS (Q2851561):
Displayed 16 items.
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- When panic makes you blind: a chaotic route to systemic risk (Q1734544) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Capital regulation under price impacts and dynamic financial contagion (Q2333022) (← links)
- The effects of leverage requirements and fire sales on financial contagion via asset liquidation strategies in financial networks (Q2409061) (← links)
- The topology of overlapping portfolio networks (Q2520732) (← links)
- INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS (Q2800050) (← links)
- FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK (Q2831004) (← links)
- When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification (Q3178758) (← links)
- Inhomogeneous Financial Networks and Contagious Links (Q3178760) (← links)
- A Feedback Model for the Financialization of Commodity Markets (Q3195109) (← links)
- A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL (Q4565070) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Modelling the rebalancing slippage of leveraged exchange-traded funds (Q5245908) (← links)