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Basis risk, procyclicality, and systemic risk in the Solvency II equity risk module
Eling, Martin, (2013)
Central bank policy and the concentration of risk : empirical estimates
Coimbra, Nuno, (2021)
Capital adequacy rules, catastrophic firm failure, and systemic risk
Jarrow, Robert A., (2013)
Arbitrage, Short Sales, and Financial Innovation.
Allen, Franklin, (1991)
Competition and Financial Stability.
Allen, Franklin, (2004)
From Cash-in-the-Market Pricing to Financial Fragility
Allen, Franklin, (2005)