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A repo model of fire sales with VWAP and LOB pricing mechanisms (Q2239974)

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A repo model of fire sales with VWAP and LOB pricing mechanisms
scientific article

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    title
    A repo model of fire sales with VWAP and LOB pricing mechanisms (English)
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    author
    Maxim Bichuch
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    Zachary Feinstein
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    publication date
    5 November 2021
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    zbMATH DE Number
    7421378
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    zbMATH Keywords
    finance
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    systemic risk
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    price-mediated contagion
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    repurchase agreements
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    OpenAlex ID
    W3157851980
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    arXiv ID
    2005.05364
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