The counterparty risk exposure of ETF investors
Year of publication: |
2019
|
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Authors: | Hurlin, Christophe ; Iseli, Grégoire ; Pérignon, Christophe ; Yeung, Stanley |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 102.2019, p. 215-230
|
Subject: | Asset management | Collateral | Derivatives | Regulatory arbitrage | Systemic risk | Derivat | Derivative | Kreditsicherung | Kreditrisiko | Credit risk | Indexderivat | Index derivative | Portfolio-Management | Portfolio selection | Systemrisiko | Arbitrage | Risikomanagement | Risk management | Bankrisiko | Bank risk | Investmentfonds | Investment Fund | Anlageverhalten | Behavioural finance |
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