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Contagious synchronization and endogenous network formation in financial networks
Aymanns, Christoph; Georg, Co-Pierre - In: Journal of banking & finance 50 (2015), pp. 273-285
Persistent link: https://www.econbiz.de/10010509537
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Interbank contagion : an agent-based model approach to endogenously formed networks
Liu, Anqi; Paddrik, Mark; Yang, Steve Y.; Zhang, Xingjia - In: Journal of banking & finance 112 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012225232
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Leverage-induced systemic risk under Basle II and other credit risk policies
Poledna, Sebastian; Thurner, Stefan; Farmer, J. Doyne; … - In: Journal of banking & finance 42 (2014), pp. 199-212
Persistent link: https://www.econbiz.de/10010408397
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Simulating fire sales in a system of banks and asset managers
Calimani, Susanna; Hałaj, Grzegorz; Żochowski, Dawid - In: Journal of banking & finance 138 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013461958
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Pricing forward contracts in power markets by the certainty equivalence principle : explaining the sign of the market risk premium
Benth, Fred Espen; Cartea, Álvaro; Kiesel, Rüdiger - In: Journal of banking & finance 32 (2008) 10, pp. 2006-2021
Persistent link: https://www.econbiz.de/10003778569
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Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca; Marena, Marina; Roncoroni, Andrea - In: Journal of banking & finance 32 (2008) 10, pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
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Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario; Kürsten, Wolfgang - In: Journal of banking & finance 58 (2015), pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
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How does background risk affect portfolio choice : an analysis based on uncertain mean-variance model with background risk
Huang, Xiaoxia; Yang, Tingting - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221072
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To stay or go? : consumer bank switching behaviour after government interventions
Diepstraten, Maaike; Cruijsen, Carin van der - In: Journal of banking & finance 106 (2019), pp. 16-33
Persistent link: https://www.econbiz.de/10012223945
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Ambiguity in securitization markets
Anderson, Alyssa Gray - In: Journal of banking & finance 102 (2019), pp. 231-255
Persistent link: https://www.econbiz.de/10012162720