Suffocating Fire Sales
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Link
https://epubs.siam.org/doi/pdf/10.1137/20M1379800
Reference34 articles.
1. Measuring Systemic Risk
2. CoVaR
3. Uniqueness of equilibrium in a payment system with liquidation costs
4. Multivariate Shortfall Risk Allocation and Systemic Risk
5. Individual versus systemic risk and the Regulator's Dilemma
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