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~accessRights:"free"
~isPartOf:"Staff working papers / Bank of England"
~isPartOf:"Série de trabalhos para discussão"
~isPartOf:"Working paper / University of Alberta, Faculty of Arts, Department of Economics"
~subject:"International economy"
~subject:"OTC market"
~subject:"Risk"
~subject:"Rohstoffderivat"
~subject:"Systemrisiko"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Search: subject:"Derivat <Wertpapier>"
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International economy
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25
Financial market regulation
6
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6
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Brown, David P.
4
Bardoscia, Marco
3
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3
Vause, Nicholas
3
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2
Vasios, Michalis
2
Araújo, Gustavo Silva
1
Baranova, Yuliya
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1
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1
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1
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1
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1
Shreyas, Ujwal
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Staff working papers / Bank of England
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Working paper / University of Alberta, Faculty of Arts, Department of Economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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1
The market for sharing interest rate risk: quantities behind prices
Khetan, Umang
;
Neamțu, Ioana
;
Sen, Ishita
-
2023
Persistent link: https://www.econbiz.de/10014373715
Saved in:
2
Employing gain-sharing regulation to promote forward contracting in the electricity sector
Brown, David P.
;
Sappington, David Edward Michael
-
2022
Persistent link: https://www.econbiz.de/10013411922
Saved in:
3
The impact of wholesale price caps on forward contracting
Brown, David P.
;
Sappington, David Edward Michael
-
2022
Persistent link: https://www.econbiz.de/10013411925
Saved in:
4
Efficiency of central clearing under liquidity stress
Bardoscia, Marco
;
Caccioli, Fabio
;
Gao, Haotian
-
2022
Persistent link: https://www.econbiz.de/10013536357
Saved in:
5
Market structure, risk preferences, and forward contracting incentives
Brown, David P.
;
Sappington, David Edward Michael
-
2021
Persistent link: https://www.econbiz.de/10012793361
Saved in:
6
OTC microstructure in a period of stress : a multi‑layered network approach
Joseph, Andreas
;
Vasios, Michalis
;
Maizels, Olga
; …
-
2019
Persistent link: https://www.econbiz.de/10012202563
Saved in:
7
Simulating liquidity stress in the derivatives market
Bardoscia, Marco
;
Ferrara, Gerardo
;
Vause, Nicholas
; …
-
2019
Persistent link: https://www.econbiz.de/10012202690
Saved in:
8
Multiplex network analysis of the UK OTC derivatives market
Bardoscia, Marco
;
Bianconi, Ginestra
;
Ferrara, Gerardo
-
2018
Persistent link: https://www.econbiz.de/10011917339
Saved in:
9
Macroprudential margins : a new countercyclical tool?
O'Neill, Cian
;
Vause, Nicholas
-
2018
Persistent link: https://www.econbiz.de/10011926190
Saved in:
10
A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
-
2016
Persistent link: https://www.econbiz.de/10011480672
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