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institution:"East Asian Bureau of Economic Research (EABER)"
~institution:"Bank für Internationalen Zahlungsausgleich"
~institution:"Centre Emile Bernheim, Solvay Brussels School of Economics and Management"
~institution:"Economics Department, University of California-Santa Cruz (UCSC)"
~subject:"Optionsgeschäft"
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swaps
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credit risk
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derivatives
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central banks
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foreign reserves
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global financial crisis
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model calibration
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swap agreements
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trade and financial linkages
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transaction data
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East Asian Bureau of Economic Research (EABER)
Bank für Internationalen Zahlungsausgleich
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
Economics Department, University of California-Santa Cruz (UCSC)
New York Institute of Finance
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Issues of measurement related to market size and macroprudential risks in derivatives markets : report prepared by a working group established by the central banks of the Group of...
1995
Persistent link: https://www.econbiz.de/10000899628
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