Pages that link to "Item:Q5742495"

The following pages link to Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495):

Displaying 9 items.

• 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)
• Systemic cascades on inhomogeneous random financial networks (Q2690069) (← links)
• Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
• SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
• Decentralized payment clearing using blockchain and optimal bidding (Q6112780) (← links)
• Clustering heterogeneous financial networks (Q6196293) (← links)
• Risk contagion due to overlapping portfolios with leverage decision (Q6497599) (← links)