Pages that link to "Item:Q1728164"
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The following pages link to Financial contagion and asset liquidation strategies (Q1728164):
Displayed 27 items.
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- Continuity and sensitivity analysis of parameterized Nash games (Q2099318) (← links)
- Diversification and systemic risk in the banking system (Q2213645) (← 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)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
- Impact of contingent payments on systemic risk in financial networks (Q2323337) (← 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)
- Systemic risk and optimal fee for central clearing counterparty under partial netting (Q2417156) (← links)
- How is systemic risk amplified by three typical financial networks (Q2676166) (← links)
- Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities (Q3122068) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- Joint effects of the liability network and portfolio overlapping on systemic financial risk: contagion and rescue (Q5014206) (← links)
- Short Communication: Clearing Prices under Margin Calls and the Short Squeeze (Q5045198) (← links)
- Endogenous Inverse Demand Functions (Q5058034) (← 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)
- Clearing in Financial Networks (Q5242516) (← links)
- Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495) (← links)
- Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451) (← links)
- Interbank asset-liability networks with fire sale management (Q6087256) (← links)
- Optimal network compression (Q6106794) (← links)
- Decentralized payment clearing using blockchain and optimal bidding (Q6112780) (← links)
- A generalized Nash equilibrium problem arising in banking regulation: an existence result with Tarski's theorem (Q6161293) (← links)
- Research on systemic risk in a triple network (Q6172020) (← links)