Similar Search Results - EconBiz

What is the minimal systemic risk in financial exposure networks?

Diem, Christian; Pichler, Anton; Thurner, Stefan - In: Journal of economic dynamics & control 116 (2020), pp. 1-28

Persistent link: https://www.econbiz.de/10012503232

The column generation approach to the mean-risk model for the portfolio selection problem with spillover risk aversion

Choi, Hwayong; Lee, Chungmok; Park, Sungsoo - In: The engineering economist : a journal devoted to the … 69 (2024) 1, pp. 37-65

Persistent link: https://www.econbiz.de/10014576802

Economic Growth, Liquidity, and Bank Runs

Ennis, Huberto M. - 2013

We construct an endogenous growth model in which bank runs occur with positive probability in equilibrium. In this setting, a bank run has a permanent effect on the levels of the capital stock and of output. In addition, the possibility of a run changes the portfolio choices of depositors and of...

Persistent link: https://www.econbiz.de/10013089523

Integrated supply chain scheduling of procurement, production, and distribution under spillover effects

Wang, Gang - In: Computers & operations research : and their … 126 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012425869

A penalty function approach to occasionally binding credit constraints

Brzoza-Brzezina, Michał; Kolasa, Marcin; Makarski, … - 2013

Persistent link: https://www.econbiz.de/10010226041

The LIX : a model-independent liquidity index

Guillaume, Florence - In: Journal of banking & finance 58 (2015), pp. 214-231

Persistent link: https://www.econbiz.de/10011543981

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358

Persistent link: https://www.econbiz.de/10011938136

Vulnerability analysis of the financial network

Khabazian, Aein; Peng, Jiming - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3302-3321

Persistent link: https://www.econbiz.de/10012039993

Hedging crash risk in optimal portfolio selection

Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012521210

Assessment of the effect of the financial crisis on agents' expectations through symbolic regression

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Applied economics letters 24 (2017) 7/9, pp. 648-652

Persistent link: https://www.econbiz.de/10011713088

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the