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Distress and default contagion in financial networks
Veraart, Luitgard A. M.
- In:
Mathematical Finance
30
(
2020
)
3
,
pp. 705-737
Persistent link: https://www.econbiz.de/10012283191
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A Bayesian methodology for systemic risk assessment in financial networks
Gandy, Axel
;
Veraart, Luitgard A. M.
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4428-4446
Persistent link: https://www.econbiz.de/10011785318
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Assessing and mitigating fire sales risk under partial information
Pang, Raymond Ka-Kay
;
Veraart, Luitgard A. M.
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014490599
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4
How does the repo market behave under stress? Evidence from the Covid-19 crisis
HÜser, Anne-Caroline
;
Lepore, Caterina
;
Veraart, …
-
2021
Persistent link: https://www.econbiz.de/10012693944
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5
Compound Poisson models for weighted networks with applications in finance
Gandy, Axel
;
Veraart, Luitgard A. M.
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 131-153
Persistent link: https://www.econbiz.de/10012433634
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6
Actuarial and financial risk management in networks
Awiszus, Kerstin
-
2020
Persistent link: https://www.econbiz.de/10012308651
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