Pages that link to "Item:Q1623972"
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The following pages link to The dynamics of the leverage cycle (Q1623972):
Displaying 18 items.
- Leveraged network-based financial accelerator (Q900392) (← links)
- Option-implied objective measures of market risk with leverage (Q1622630) (← links)
- Financial regulations and bank credit to the real economy (Q1623967) (← 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)
- When panic makes you blind: a chaotic route to systemic risk (Q1734544) (← links)
- Business cycles, financial cycles and capital structure (Q1744879) (← links)
- Prices, debt and market structure in an agent-based model of the financial market (Q1991937) (← links)
- Macroeconomic dynamics of assets, leverage and trust (Q2819425) (← 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)
- Leverage effect breakdowns and flight from risky assets (Q4683103) (← links)
- Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model (Q5006962) (← links)
- Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions* (Q5009012) (← links)
- An adaptive dynamical model of default contagion (Q5092640) (← links)
- Regulating Household Leverage (Q5110010) (← links)
- Dynamic Leveraging–Deleveraging Games (Q5130486) (← links)
- Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks (Q6165221) (← links)
