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~person:"Acharya, Viral V."
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Acharya, Viral V.
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Where do banks end and NBFIS begin?
Acharya, Viral V.
;
Cetorelli, Nicola
;
Tuckman, Bruce
-
2024
Persistent link: https://www.econbiz.de/10014511977
Saved in:
2
Risk-sharing and the creation of systemic risk
Acharya, Viral V.
;
Iyer, Aaditya M.
;
Sundaram, Rangarajan K.
-
2020
Persistent link: https://www.econbiz.de/10012302128
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
5
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
6
A proposal for the resolution of systemically important assets and liabilities : the case of the repo market
Acharya, Viral V.
;
Öncü, T. Sabri
-
2012
Persistent link: https://www.econbiz.de/10009558235
Saved in:
7
A theory of systemic risk and design of prudential bank regulation
Acharya, Viral V.
-
2009
Persistent link: https://www.econbiz.de/10003813948
Saved in:
8
Information contagion and inter-bank correlation in a theory of systemic risk
Acharya, Viral V.
;
Yorulmazer, Tanju
-
2003
Persistent link: https://www.econbiz.de/10001740591
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