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Strategic fire-sales and price-mediated contagion in the banking system. (2019). Braouezec, Yann ; Wagalath, Lakshithe.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:274:y:2019:i:3:p:1180-1197.

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  2. International banking regulation and Tier 1 capital ratios. On the robustness of the critical average risk weight framework. (2024). Beaupain, Renaud ; Braouezec, Yann.
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  3. Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints. (2024). Traxler, Theresa ; Frey, Rudiger.
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  4. Price-mediated contagion with endogenous market liquidity. (2024). Cao, Zhiyu ; Feinstein, Zachary.
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  5. Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. (2023). Markose, Sheri ; Gatkowski, Mateusz ; Eterovic, Nicolas A ; Giansante, Simone.
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  7. The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Han, Wangya ; Shouyang, Wang ; Fangcheng, Tang ; Jiajia, Liu ; Kun, Guo.
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  8. Assessing and mitigating fire sales risk under partial information. (2023). Pang, Raymond Ka-Kay ; Maria, Luitgard Anna.
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  10. Bank solvency stress tests with fire sales. (2023). Summer, Martin ; Breuer, Thomas ; Uroevi, Branko.
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  11. Economic foundations of generalized games with shared constraint: Do binding agreements lead to less Nash equilibria?. (2023). Braouezec, Yann ; Kiani, Keyvan.
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  12. Interbank asset-liability networks with fire sale management. (2023). Feinstein, Zachary ; Haaj, Grzegorz.
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  13. Interbank asset-liability networks with fire sale management. (2023). Feinstein, Zachary ; Haaj, Grzegorz.
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  14. Macroprudential stress‑test models: a survey. (2023). Covi, Giovanni ; Aikman, David ; Beale, Daniel ; Lepore, Caterina ; Huser, Annecaroline ; Brinley-Codd, Adam.
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  16. Continuity and sensitivity analysis of parameterized Nash games. (2022). Feinstein, Zachary.
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  18. A repo model of fire sales with VWAP and LOB pricing mechanisms. (2022). Feinstein, Zachary ; Bichuch, Maxim.
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  19. Endogenous inverse demand functions. (2022). Feinstein, Zachary ; Bichuch, Maxim.
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  20. YOLO trading: Riding with the herd during the GameStop episode. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan.
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  21. Bank Solvency Stress Tests with Fire Sales (Thomas Breuer, Martin Summer, Branko Urošević). (2021). Summer, Martin ; Breuer, Thomas ; Uroevi, Branko.
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  22. Fire Sales, Default Cascades and Complex Financial Networks. (2021). Cao, Zhongyuan ; Amini, Hamed ; Sulem, Agnes.
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  23. Price mediated contagion through capital ratio requirements with VWAP liquidation prices. (2021). Feinstein, Zachary ; Banerjee, Tathagata.
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  24. A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2021). Feinstein, Zachary ; Bichuch, Maxim.
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  25. Capital regulation under price impacts and dynamic financial contagion. (2020). Feinstein, Zachary.
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  26. Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Coen, Jamie ; Schaanning, Eric.
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  27. A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field. (2019). Feinstein, Zachary ; Sojmark, Andreas.
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    RePEc:tas:wpaper:22658.

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  35. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:764.

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  36. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1250-en.

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  37. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1249-en.

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  38. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
    In: Working Papers.
    RePEc:fem:femwpa:2015.56.

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  39. Network games with incomplete information. (2015). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:61:y:2015:i:c:p:221-240.

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  40. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

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  41. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

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  42. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

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  43. Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151866.

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  44. Conflict and Networks. (2015). Goyal, Sanjeev ; Dziubinski, Marcin ; Vigier, Adrien.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1565.

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  45. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1547.

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  46. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William R ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:urn:nbn:fi:bof-201512101464.

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  47. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2015_025.

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  48. Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:391.

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  49. Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10290.

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  50. Key Players. (2014). Zenou, Yves.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10277.

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