FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK von Cont, Rama, Wagalath, Lakshithe

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RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS von Cont, Rama, Wagalath, Lakshithe

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Strategic fire-sales and price-mediated contagion in the banking system von Braouezec, Yann, Wagalath, Lakshithe

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Risk-Based Capital Requirements and Optimal Liquidation in a Stress Scenario von Braouezec, Yann, Wagalath, Lakshithe

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VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK von GRASSELLI, MARTINO, WAGALATH, LAKSHITHE

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LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS von WAGALATH, LAKSHITHE

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LOST IN CONTAGION? BUILDING A LIQUIDATION INDEX FROM COVARIANCE DYNAMICS von Wagalath, Lakshithe

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Modelling the rebalancing slippage of leveraged exchange-traded funds von Wagalath, Lakshithe

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INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS von CONT, RAMA, WAGALATH, LAKSHITHE

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Feedback effects and endogenous risk in financial markets von Wagalath, Lakshithe

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INSTITUTIONAL INVESTORS AND THE DEPENDENCE STRUCTURE OF ASSET RETURNS von Cont, Rama, Wagalath, Lakshithe

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Feedback effects and endogenous risk in financial markets von Wagalath, Lakshithe

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A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL von WAGALATH, LAKSHITHE, ZUBELLI, JORGE P.

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Pour des stress-tests bancaires réglementaires plus transparents von Braouezec, Yann, Wagalath, Lakshithe

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