Capital regulation under price impacts and dynamic financial contagion
Year of publication: |
2020
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Authors: | Feinstein, Zachary |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 281.2020, 2 (1.3.), p. 449-463
|
Subject: | Finance | Financial contagion | Fire sales | Risk-weighted assets | Stress testing | Theorie | Theory | Finanzkrise | Financial crisis | Ansteckungseffekt | Contagion effect | Basler Akkord | Basel Accord | Bankenkrise | Banking crisis |
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