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~isPartOf:"Journal of economic theory"
~isPartOf:"The journal of financial market infrastructures"
~subject:"Kreditrisiko"
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Aguiar, Andrea
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Bewaji, Oluwasegun
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Holden, Henry
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Houllier, Melanie
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Journal of economic theory
The journal of financial market infrastructures
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International journal of financial engineering
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Journal of economic dynamics & control
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Financial Risk Management and Climate Change Risk : The Experience in a Central Bank
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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The journal of credit risk : published quarterly by Incisive Media
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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African journal of economic and management studies : AJEMS
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1
Procyclicality and risk-based access : valuing the embedded credit default swap of employing bilateral credit limits in financial market infrastructures
Bewaji, Oluwasegun
- In:
The journal of financial market infrastructures
7
(
2019
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10012020394
Saved in:
2
Reducing margin procyclicality at central counterparties
Raykov, Radoslav
- In:
The journal of financial market infrastructures
7
(
2018
)
2
,
pp. 43-59
Persistent link: https://www.econbiz.de/10011996752
Saved in:
3
Asset pledgeability and endogenously leveraged bubbles
Bengui, Julien
;
Phan, Toan
- In:
Journal of economic theory
177
(
2018
),
pp. 280-314
Persistent link: https://www.econbiz.de/10012025701
Saved in:
4
A map of collateral uses and flows
Aguiar, Andrea
;
Bookstaber, Richard M.
;
Kenett, Dror Y.
; …
- In:
The journal of financial market infrastructures
5
(
2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673730
Saved in:
5
I want security : stylized facts about central counterparty collateral and its systemic context
Holden, Henry
;
Houllier, Melanie
;
Murphy, David
- In:
The journal of financial market infrastructures
5
(
2016
)
2
,
pp. 53-75
Persistent link: https://www.econbiz.de/10011673758
Saved in:
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