A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974)
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scientific article; zbMATH DE number 7421378
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| default for all languages | No label defined |
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| English | A repo model of fire sales with VWAP and LOB pricing mechanisms |
scientific article; zbMATH DE number 7421378 |
Statements
A repo model of fire sales with VWAP and LOB pricing mechanisms (English)
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5 November 2021
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finance
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systemic risk
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price-mediated contagion
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repurchase agreements
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0.7766160368919373
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0.7714342474937439
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0.7709296345710754
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0.757469654083252
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0.7500792741775513
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