Narrow search
Showing 1 - 10 of 431
Cover Image
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
Cover Image
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
Cover Image
Public health interventions in the face of pandemics : network structure, social distancing, and heterogeneity
Ghaderi, Mohammad - In: European journal of operational research : EJOR 298 (2022) 3, pp. 1016-1031
Persistent link: https://www.econbiz.de/10013206920
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Hedge fund systemic risk signals
Savona, Roberto - In: European journal of operational research : EJOR 236 (2014) 1, pp. 282-291
Persistent link: https://www.econbiz.de/10010361715