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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
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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
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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
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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
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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
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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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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
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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
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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
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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