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person:"Wang, Pengfei"
~person:"Pallavicini, Andrea"
~person:"Uribe, Martín"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Collateral lending"
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12
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12
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8
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4
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Wang, Pengfei
Pallavicini, Andrea
Uribe, Martín
Geanakoplos, John
9
Fabozzi, Frank J.
7
Brigo, Damiano
6
Gorton, Gary
6
Jarrow, Robert A.
6
Kubler, Felix
6
Neuberger, Doris
6
Benmelech, Efraim
5
Boos, Karl-Heinz
5
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5
Iliopulos, Eleni
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Niinimäki, Juha-Pekka
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Pintus, Patrick A.
5
Páscoa, Mário Rui
5
Rampini, Adriano A.
5
Schulte-Mattler, Hermann
5
Vardoulakis, Alexandros P.
5
Berger, Allen N.
4
Capponi, Agostino
4
Hanley, Aoife
4
Hull, John
4
Ongena, Steven
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Rosenblatt, Eric
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Rutkowski, Marek
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Santos, João A. C.
4
Schmedders, Karl
4
Takino, Kazuhiro
4
Torres-Martínez, Juan Pablo
4
Weill, Laurent
4
Williamson, Stephen D.
4
Andolfatto, David
3
Arce, Óscar
3
Athreya, Kartik B.
3
Bergström, Clas
3
Bette, Julia
3
Bette, Klaus
3
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3
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International journal of theoretical and applied finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Journal of economic theory
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of economic dynamics
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ECONIS (ZBW)
12
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1
Deterministic debt cycles in open economies with flow collateral constraints
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
Journal of economic theory
192
(
2021
),
pp. 1-38
Persistent link: https://www.econbiz.de/10012805423
Saved in:
2
Multiple equilibria in open economies with collateral constraints
Schmitt-Grohé, Stephanie
;
Uribe, Martín
- In:
The review of economic studies : RES
88
(
2021
)
2
,
pp. 969-1001
Persistent link: https://www.econbiz.de/10012504691
Saved in:
3
The perils of credit booms
Dong, Feng
;
Miao, Jianjun
;
Wang, Pengfei
- In:
Economic theory : official journal of the Society for …
66
(
2018
)
4
,
pp. 819-861
Persistent link: https://www.econbiz.de/10012010916
Saved in:
4
Asset bubbles and credit constraints
Miao, Jianjun
;
Wang, Pengfei
- In:
The American economic review
108
(
2018
)
9
,
pp. 2590-2628
Persistent link: https://www.econbiz.de/10011911144
Saved in:
5
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
6
Derivative pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
7
Asset bubbles, collateral, and policy analysis
Miao, Jianjun
;
Wang, Pengfei
;
Zhou, Jing
- In:
Journal of monetary economics
76
(
2015
),
pp. 57-70
Persistent link: https://www.econbiz.de/10011488116
Saved in:
8
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
9
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
10
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
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