The following pages link to Suffocating Fire Sales (Q5029933):
Displaying 7 items.
- An integrated model for fire sales and default contagion (Q829209) (← links)
- Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction (Q1624485) (← links)
- Fire sales forensics: measuring endogenous risk (Q2831004) (← links)
- Market Efficient Portfolios in a Systemic Economy (Q5080636) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks (Q6165221) (← links)
- Netting and novation in repo networks (Q6644196) (← links)