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A method for preparing multi-regional input-output tables despite data limitation : FLQ-Gravity

Tarahomi, Farhad; Bazzazan, Fatemeh - In: Journal of economic cooperation & development 42 (2021) 2, pp. 175-198

Persistent link: https://www.econbiz.de/10012805958

Real effects of workers' financial distress : evidence from teacher spillovers

Maturana, Gonzalo; Nickerson, Jordan - In: Journal of financial economics 136 (2020) 1, pp. 137-151

Persistent link: https://www.econbiz.de/10012545380

Bank fee-based shocks and the U.S. business cycle

Calmès, Christian; Théoret, Raymond - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012658783

On the directional destabilizing feedback effects of option hedging

Sornette, Didier; Ulmann, Florian Michael Till; Wehrli, … - 2022

We investigate the feedback effect of option hedging activity on the stability of the price of the underlying. While previous literature has focused on the effect of hedging activity on the volatility of the underlying, this paper focuses on directional instabilities arising from feedback...

Persistent link: https://www.econbiz.de/10013192086

Running for the exit : distressed selling and endogenous correlation in financial markets

Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 718-741

Persistent link: https://www.econbiz.de/10010187675

A simulation analysis of systemic counterparty risk in over-the-counter derivatives markets

Sakurai, Yuji; Kurosaki, Tetsuo - In: Journal of economic interaction and coordination 15 (2020) 1, pp. 243-281

Persistent link: https://www.econbiz.de/10012226915

Youth poverty, employment, and leaving the parental home in Europe

Ayllón, Sara - In: The review of income and wealth : journal of the … 61 (2015) 4, pp. 651-676

Persistent link: https://www.econbiz.de/10011623957

Fire sales forensics : measuring endogenous risk

Cont, Rama; Wagalath, Lakshithe - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 835-866

Persistent link: https://www.econbiz.de/10011583806

Effects of financial literacy on financial inclusion : evidence from Pakistan

Mesquida, Yannis - In: Three essays in household finance, (pp. [105-151]). 2019

Persistent link: https://www.econbiz.de/10012105210

Measuring and allocating systemic risk

Brunnermeier, Markus Konrad; Cheridito, Patrick - In: Risks : open access journal 7 (2019) 2/46, pp. 1-19

In this paper, we develop a framework for measuring, allocating and managing systemic risk. SystRisk, our measure of total systemic risk, captures the a priori cost to society for providing tail-risk insurance to the financial system. Our allocation principle distributes the total systemic risk...

Persistent link: https://www.econbiz.de/10012019234