Ramadiah, Amanah; Fricke, Daniel; Caccioli, Fabio Backtesting macroprudential stress tests. (English) Zbl 1489.91303 J. Econ. Dyn. Control 137, Article ID 104333, 33 p. (2022). MSC: 91G45 × Cite Format Result Cite Review PDF Full Text: DOI Link
Detering, Nils; Meyer-Brandis, Thilo; Panagiotou, Konstantinos; Ritter, Daniel An integrated model for fire sales and default contagion. (English) Zbl 1461.91339 Math. Financ. Econ. 15, No. 1, 59-101 (2021). MSC: 91G45 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Hurd, T. R. Bank panics and fire sales, insolvency and illiquidity. (English) Zbl 1416.91415 Int. J. Theor. Appl. Finance 21, No. 6, Article ID 1850040, 30 p. (2018). MSC: 91G99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Oehmke, Martin Liquidating illiquid collateral. (English) Zbl 1296.91273 J. Econ. Theory 149, 183-210 (2014). Reviewer: Stefan Tappe (Hannover) MSC: 91G40 91B25 × Cite Format Result Cite Review PDF Full Text: DOI Link
Wagner, Wolf Performance evaluation and financial market runs. (English) Zbl 1417.91483 Rev. Finance 17, No. 2, 597-624 (2013). MSC: 91G10 × Cite Format Result Cite Review PDF Full Text: DOI