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1
Credit contagion in a network of firms spatial interaction
Barro, Diana
;
Basso, Antonella
- In:
European journal of operational research : EJOR
205
(
2010
)
2
,
pp. 459-468
Persistent link: https://www.econbiz.de/10003961321
Saved in:
2
Mitigating contagion risk by investing in the safety of rivals
Azimian, Alireza
;
Kilgour, D. Marc
;
Noori, Hamid
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 935-945
Persistent link: https://www.econbiz.de/10011521895
Saved in:
3
A repo model of fire sales with VWAP and LOB pricing mechanisms
Bichuch, Maxim
;
Feinstein, Zachary
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 353-367
Persistent link: https://www.econbiz.de/10012820174
Saved in:
4
Capital regulation under price impacts and dynamic financial contagion
Feinstein, Zachary
- In:
European journal of operational research : EJOR
281
(
2020
)
2
,
pp. 449-463
Persistent link: https://www.econbiz.de/10012153704
Saved in:
5
Time-varying quantile association regression model with applications to financial contagion and VaR
Ye, Wuyi
;
Luo, Kebing
;
Liu, Xiaoquan
- In:
European journal of operational research : EJOR
256
(
2017
)
3
,
pp. 1015-1028
Persistent link: https://www.econbiz.de/10011639292
Saved in:
6
Measuring the subprime crisis contagion : evidence of change point analysis of copula functions
Ye, Wuyi
;
Liu, Xiaoquan
;
Miao, Baiqi
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10009569564
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7
The contagion channels of July-August-2011 stock market crash : a DAG-copula based approach
Jayech, Selma
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 631-646
Persistent link: https://www.econbiz.de/10011436789
Saved in:
8
Strategic fire-sales and price-mediated contagion in the banking system
Braouezec, Yann
;
Wagalath, Lakshithe
- In:
European journal of operational research : EJOR
274
(
2019
)
3
,
pp. 1180-1197
Persistent link: https://www.econbiz.de/10011990311
Saved in:
9
Surrender contagion in life insurance
Cheng, Chunli
;
Hilpert, Christian
;
Miri Lavasani, Aidin
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1465-1479
Persistent link: https://www.econbiz.de/10013499052
Saved in:
10
Outlier detection in two-stage semiparametric DEA models
Johnson, Andrew L.
;
McGinnis, Leon F.
- In:
European journal of operational research : EJOR
187
(
2008
)
2
,
pp. 629-635
Persistent link: https://www.econbiz.de/10003769369
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