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Price mediated contagion through capital ratio requirements with VWAP liquidation prices - MaRDI portal

Price mediated contagion through capital ratio requirements with VWAP liquidation prices (Q2242406)

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Price mediated contagion through capital ratio requirements with VWAP liquidation prices
scientific article

    Statements

    title
    Price mediated contagion through capital ratio requirements with VWAP liquidation prices (English)
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    author
    Zachary Feinstein
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    Tathagata Banerjee
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    publication date
    9 November 2021
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    Identifiers

    zbMATH DE Number
    7423005
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    OpenAlex ID
    W3151414120
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    arXiv ID
    1910.12130
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