Pages that link to "Item:Q5742495"
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The following pages link to Optimization of Fire Sales and Borrowing in Systemic Risk (Q5742495):
Displaying 16 items.
- An integrated model for fire sales and default contagion (Q829209) (← links)
- An optimization model for minimizing systemic risk (Q829210) (← links)
- Financial contagion and asset liquidation strategies (Q1728164) (← links)
- Strategic fire-sales and price-mediated contagion in the banking system (Q1755425) (← 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)
- Capital regulation under price impacts and dynamic financial contagion (Q2333022) (← links)
- Systemic cascades on inhomogeneous random financial networks (Q2690069) (← links)
- Short Communication: Dynamic Default Contagion in Heterogeneous Interbank Systems (Q5162854) (← links)
- Obligations with Physical Delivery in a Multilayered Financial Network (Q5215984) (← links)
- SYSTEMIC RISK: THE EFFECT OF MARKET CONFIDENCE (Q5854310) (← links)
- Contagion and loss redistribution in crypto asset markets (Q6047414) (← links)
- Decentralized payment clearing using blockchain and optimal bidding (Q6112780) (← links)
- Clustering heterogeneous financial networks (Q6196293) (← links)
- Risk contagion due to overlapping portfolios with leverage decision (Q6497599) (← links)