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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas; Vollbrecht, Hans-Joachim; Summer, Martin - 2013
Persistent link: https://www.econbiz.de/10009778297
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandacka, Martin; Rheinberger, Klaus - 2009
Persistent link: https://www.econbiz.de/10003810905
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Bank solvency stress tests with fire sales
Breuer, Thomas; Summer, Martin; Urošević, Branko - 2021
Persistent link: https://www.econbiz.de/10012605950
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Systematic systemic stress tests
Breuer, Thomas; Summer, Martin - 2018
Persistent link: https://www.econbiz.de/10011984002