Pages that link to "Item:Q2869960"

The following pages link to Leverage causes fat tails and clustered volatility (Q2869960):

Displaying 17 items.

• To bail-out or to bail-in? Answers from an agent-based model (Q1623970) (← links)
• The dynamics of the leverage cycle (Q1623972) (← links)
• The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973) (← links)
• Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes (Q1655659) (← links)
• Impact of value-at-risk models on market stability (Q1655705) (← links)
• Adverse effects of leverage and short-selling constraints in a financial market model with heterogeneous agents (Q1655720) (← links)
• Endogenous leverage and asset pricing in double auctions (Q1657588) (← links)
• Connectivity, information jumps, and market stability: an agent-based approach (Q1674796) (← links)
• Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
• Equilibrium with computationally constrained agents (Q2019353) (← links)
• Stochastic logistic model of the global financial leverage (Q2098904) (← links)
• High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)
• A new efficiency test for ranking investments: application to hedge fund performance (Q2311175) (← links)
• When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification (Q3178758) (← links)
• Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
• An agent-based model of corporate bond trading (Q4554442) (← links)
• Tail-risk protection trading strategies (Q4555105) (← links)