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(50%) IÉSEG School of Management Lille, France
Université Catholique de Lille
3, rue de la Digue, FR-59000 Lille
RePEc:edi:iesegfr (more details at EDIRC)
(50%) Lille Économie et Management (LEM)France
Université Lille3, Domaine universitaire du "Pont de bois", BP 60149, Villeneuve d'Ascq Cedex
RePEc:edi:laborfr (more details at EDIRC)
Research outputJump to: Working papers
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Rama Cont & Lakshithe Wagalath, 2013.
"Fire sales forensics: measuring endogenous risk,"
2013-FIN-01, IESEG School of Management.
- Peter C. B. Phillips, 2017. "Detecting Financial Collapse and Ballooning Sovereign Risk," Cowles Foundation Discussion Papers 3010, Cowles Foundation for Research in Economics, Yale University.
- Rama Cont & Lakshithe Wagalath, 2014. "Institutional Investors and the Dependence Structure of Asset Returns," Working Papers 2014-ACF-01, IESEG School of Management.
- Zachary Feinstein, 2017. "Obligations with Physical Delivery in a Multi-Layered Financial Network," Papers 1702.07936, arXiv.org, revised Aug 2017.
- Damien Challet & João da Gama Batista & Jean-Philippe Bouchaud & Cars Hommes & Domenico Massaro, 2015.
"Do investors trade too much? A laboratory experiment,"
- Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes, 2015. "Do investors trade too much? A laboratory experiment," Papers 1512.03743, arXiv.org.
- da Gama Batista, João & Massaro, Domenico & Bouchaud, Jean-Philippe & Challet, Damien & Hommes, Cars, 2017. "Do investors trade too much? A laboratory experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 18-34.
- Zachary Feinstein & Fatena El-Masri, 2015. "The Effects of Leverage Requirements and Fire Sales on Financial Contagion via Asset Liquidation Strategies in Financial Networks," Papers 1507.01847, arXiv.org, revised Oct 2016.
- Lillo, Fabrizio & Pirino, Davide, 2015. "The impact of systemic and illiquidity risk on financing with risky collateral," Journal of Economic Dynamics and Control, Elsevier, vol. 50(C), pages 180-202.
- Lakshithe Wagalath, 2013. "Modeling the rebalancing slippage of Leveraged Exchange-Traded Funds," Working Papers 2013-FIN-02, IESEG School of Management.
- Zachary Feinstein, 2015. "Financial Contagion and Asset Liquidation Strategies," Papers 1506.00937, arXiv.org, revised Nov 2016.
- Domenico Di Gangi & Fabrizio Lillo & Davide Pirino, 2015. "Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction," Papers 1509.00607, arXiv.org.
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-BAN: Banking (2) 2012-05-29 2013-09-25. Author is listed
- NEP-ECM: Econometrics (2) 2012-05-29 2013-09-25. Author is listed
- NEP-LAM: Central & South America (1) 2013-09-25. Author is listed
- NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25. Author is listed
- NEP-NEU: Neuroeconomics (1) 2013-09-25. Author is listed
- NEP-RMG: Risk Management (1) 2013-09-25. Author is listed
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