Assessing and mitigating fire sales risk under partial information
Author:
Funder
London School of Economics and Political Science
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference32 articles.
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4. The missing links: a global study on uncovering financial network structures from partial data;Anand;J. Financ. Stab.,2018
5. Price mediated contagion through capital ratio requirements with vwap liquidation prices;Banerjee;Eur. J. Oper. Res.,2021
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