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Quantitative easing and volatility spillovers across countries and asset classes
Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
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Understanding bank-run contagion
Brown, Martin; Trautmann, Stefan T.; Vlahu, Razvan - In: Management science : journal of the Institute for … 63 (2017) 7, pp. 2272-2282
Persistent link: https://www.econbiz.de/10011729387
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Uncertainty and the shadow banking crisis : estimates from a dynamic model
Tian, Xu - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1469-1496
Persistent link: https://www.econbiz.de/10012887613
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An axiomatic approach to systemic risk
Chen, Chen; Iyengar, Garud; Moallemi, Ciamac C. - In: Management science : journal of the Institute for … 59 (2013) 6, pp. 1373-1388
Persistent link: https://www.econbiz.de/10009777035
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Market discipline and systemic risk
Morrison, Alan; Walther, Ansgar - In: Management science : journal of the Institute for … 66 (2020) 2, pp. 764-782
Persistent link: https://www.econbiz.de/10012213231
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The price of the smile and variance risk premia
Gruber, Peter H.; Tebaldi, Claudio; Trojani, Fabio - In: Management science : journal of the Institute for … 67 (2021) 7, pp. 4056-4074
Persistent link: https://www.econbiz.de/10012623900
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Swing pricing for mutual funds : breaking the feedback loop between fire sales and fund redemptions
Capponi, Agostino; Glasserman, Paul; Weber, Marko - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3581-3602
Persistent link: https://www.econbiz.de/10012289181
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Financial integration and liquidity crises
Castiglionesi, Fabio; Feriozzi, Fabio; Lorenzoni, Guido - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 955-975
Persistent link: https://www.econbiz.de/10012013458
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Catching falling knives : speculating on liquidity shocks
Colliard, Jean-Edouard - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2573-2591
Persistent link: https://www.econbiz.de/10011741403
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Funding liquidity and market liquidity : the broker-dealer perspective
Macchiavelli, Marco; Zhou, Xing - In: Management science : journal of the Institute for … 68 (2022) 5, pp. 3379-3398
Persistent link: https://www.econbiz.de/10013368659