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~isPartOf:"Annual review of financial economics"
~isPartOf:"BIS Quarterly Review, December 2019"
~isPartOf:"Journal of financial economics"
~subject:"OTC market"
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Annual review of financial economics
BIS Quarterly Review, December 2019
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11
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OTC Derivatives : Euro Exposures Rise and Central Clearing Advances
Aramonte, Sirio
-
2019
The composition of amounts outstanding in over-the-counter derivatives shifted towards the euro and cleared instruments. Since the Great Financial Crisis, increases in central clearing rates have helped shape growth in amounts outstanding. Derivatives subject to regulatory clearing mandates were...
Persistent link: https://www.econbiz.de/10012857873
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2
The economics of central clearing
Menkveld, Albert J.
;
Vuillemey, Guillaume
- In:
Annual review of financial economics
13
(
2021
),
pp. 153-178
Persistent link: https://www.econbiz.de/10012612508
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3
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
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4
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
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5
Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports
Loon, Yee Cheng
;
Zhong, Zhaodong
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 645-672
Persistent link: https://www.econbiz.de/10011590041
Saved in:
6
Central clearing and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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