An Economic Examination of Collateralization in Different Financial Markets
Year of publication: |
2012-05-01
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Authors: | Xiao, Tim |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | unilateral/bilateral collateralization | partial/full/over collateralization | asset pricing | plumbing of the financial system | swap premium spread | OTC/cleared/listed financial markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G18 - Government Policy and Regulation ; G24 - Investment Banking; Venture Capital; Brokerage ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: |
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An Economic Examination of Collateralization in Different Financial Markets
Xiao, Tim, (2012)
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An Economic Examination of Collateralization in Different Financial Markets
Xiao, Tim, (2019)
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Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization
Xiao, Tim, (2018)
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Is the Jump-Diffusion Model a Good Solution for Credit Risk Modeling? The Case of Convertible Bonds
Xiao, Tim, (2013)
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The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling
Xiao, Tim, (2013)
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An Economic Examination of Collateralization in Different Financial Markets
Xiao, Tim, (2012)
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