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Illiquidity and Insolvency: a...
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Double cascade model of financial crises
Hurd, T. R.
;
Cellai, Davide
;
Melnik, Sergey
;
Shao, …
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011524901
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2
Portfolio choice in markets with contagion
Aït-Sahalia, Yacine
;
Hurd, T. R.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011588523
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3
Bank panics and fire sales, insolvency and illiquidity
Hurd, T. R.
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011926614
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4
The joint mortality of couples in continuous time
Jevtić, P.
;
Hurd, T. R.
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 90-97
Persistent link: https://www.econbiz.de/10011740732
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