Price mediated contagion through capital ratio requirements with VWAP liquidation prices-Reference-Cited by-同舟云学术

Price mediated contagion through capital ratio requirements with VWAP liquidation prices

Published:2021-12 Issue:3 Volume:295 Page:1147-1160
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Banerjee Tathagata,Feinstein Zachary^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference25 articles.

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