| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7382678 | Physica A: Statistical Mechanics and its Applications | 2012 | 7 Pages |
Abstract
⺠Quantitative study of leverage in the development of financial instabilities. ⺠Use of repos as very good proxy for the overall market leverage. ⺠JLS bubble model applied to total repo market size. ⺠Prediction of liquidity crash time.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Wanfeng Yan, Ryan Woodard, Didier Sornette,