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Price mediated contagion through capital ratio requirements with VWAP liquidation prices
Banerjee, Tathagata; Feinstein, Zachary - In: European journal of operational research : EJOR 295 (2021) 3, pp. 1147-1160
Persistent link: https://www.econbiz.de/10012622448
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Banks to basics! : why banking regulation should focus on equity
Durand, Pierre; LeQuang, Gaëtan - In: European journal of operational research : EJOR 301 (2022) 1, pp. 349-372
Persistent link: https://www.econbiz.de/10013207381
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Learning risk culture of banks using news analytics
Agarwal, Arvind; Gupta, Aparna; Kumar, Arun; … - In: European journal of operational research : EJOR 277 (2019) 2, pp. 770-783
Persistent link: https://www.econbiz.de/10012022134
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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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Sovereign debt markets in light of the shadow economy
Markellos, Raphaēl N.; Psychoyios, Dimitris; … - In: European journal of operational research : EJOR 252 (2016) 1, pp. 220-231
Persistent link: https://www.econbiz.de/10011449466
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Do banks change their liquidity ratios based on network characteristics?
Ardekani, Aref Mahdavi; Distinguin, Isabelle; Tarazi, Amine - In: European journal of operational research : EJOR 285 (2020) 2, pp. 789-803
Persistent link: https://www.econbiz.de/10012239671
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Liquidity tail risk and credit default swap spreads
Irresberger, Felix; Weiß, Gregor; Gabrysch, Janet; … - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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Crisis and risk dependencies
Grundke, Peter; Polle, Simone - In: European journal of operational research : EJOR 223 (2012) 2, pp. 518-528
Persistent link: https://www.econbiz.de/10009667847
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Parameters measuring bank risk and their estimation
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 250 (2016) 1, pp. 291-304
Persistent link: https://www.econbiz.de/10011441404