Pages that link to "Item:Q2831004"
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The following pages link to Fire sales forensics: measuring endogenous risk (Q2831004):
Displaying 29 items.
- Compound Poisson models for weighted networks with applications in finance (Q829212) (← links)
- The impact of systemic and illiquidity risk on financing with risky collateral (Q1623973) (← links)
- Reconstruction methods for networks: the case of economic and financial systems (Q1632525) (← links)
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← links)
- From ecology to finance (and back?): a review on entropy-based null models for the analysis of bipartite networks (Q1756566) (← links)
- Effect of institutional deleveraging on option valuation problems (Q1983756) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- Reconstructing and stress testing credit networks (Q2291807) (← links)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← 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)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Institutional investors and the dependence structure of asset returns (Q2800050) (← links)
- Running for the exit: distressed selling and endogenous correlation in financial markets (Q2851561) (← links)
- LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS (Q2970316) (← links)
- When Micro Prudence Increases Macro Risk: The Destabilizing Effects of Financial Innovation, Leverage, and Diversification (Q3178758) (← links)
- An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect (Q3178759) (← links)
- A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL (Q4565070) (← links)
- Suffocating Fire Sales (Q5029933) (← links)
- The impact of CoCo bonds on systemic risk considering liquidity risk (Q5068097) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Clearing in Financial Networks (Q5242516) (← links)
- Reverse stress testing: Scenario design for macroprudential stress tests (Q6054451) (← links)
- Trading with the crowd (Q6146670) (← links)
- Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks (Q6165221) (← links)
- Effective algorithms for optimal portfolio deleveraging problem with cross impact (Q6178391) (← links)
