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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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OTC market
7
OTC-Handel
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Clearing
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Collateral
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Derivat
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Derivative
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Financial clearing
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central clearing
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Benos, Evangelos
1
Choi, Jaewon
1
Colliard, Jean-Edouard
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Demange, Gabrielle
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Du, Wenxin
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Gadgil, Salil
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Ghamami, Samim
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Glasserman, Paul
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Gordy, Michael B.
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Hau, Harald
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Hoffmann, Peter
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Wei, Bin
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of securities operations & custody
29
Working paper / National Bureau of Economic Research, Inc.
24
NBER working paper series
21
The review of financial studies
20
NBER Working Paper
18
Financial stability review : FSR
16
IMF working papers
14
Research paper series / Swiss Finance Institute
14
The journal of financial market infrastructures
14
Discussion paper / Centre for Economic Policy Research
13
Journal of financial economics
13
BIS quarterly review : international banking and financial market developments
12
Journal of economic theory
10
Staff working papers / Bank of England
10
The journal of finance : the journal of the American Finance Association
10
The journal of futures markets
10
Discussion papers / CEPR
9
Journal of financial markets
9
Journal of risk management in financial institutions
9
SAFE working paper
9
Discussion paper
8
Finance and economics discussion series
8
Journal of banking & finance
8
Journal of economic dynamics & control
8
Journal of money, credit and banking : JMCB
8
Swiss Finance Institute Research Paper
8
International review of financial analysis
7
Journal of financial intermediation
7
Review of economic dynamics
7
Staff reports / Federal Reserve Bank of New York
7
Working paper series
7
Finance : revue de l'Association Française de Finance
6
Financial derivatives : pricing and risk management
6
Quarterly bulletin / Bank of England
6
The journal of structured finance
6
Working paper
6
Working paper series / European Central Bank
6
CFS working paper series
5
ECB Working Paper
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1
The cost of clearing fragmentation
Benos, Evangelos
;
Huang, Wenqian
;
Menkveld, Albert J.
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3581-3596
Persistent link: https://www.econbiz.de/10014551909
Saved in:
2
Counterparty risk and counterparty choice in the credit default swap market
Du, Wenxin
;
Gadgil, Salil
;
Gordy, Michael B.
;
Vega, Clara
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3808-3826
Persistent link: https://www.econbiz.de/10014552008
Saved in:
3
Collateralized networks
Ghamami, Samim
;
Glasserman, Paul
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2202-2225
Persistent link: https://www.econbiz.de/10013267965
Saved in:
4
Discriminatory pricing of over-the-counter derivatives
Hau, Harald
;
Hoffmann, Peter
;
Langfield, Sam
;
Timmer, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6660-6677
Persistent link: https://www.econbiz.de/10012703699
Saved in:
5
Financial intermediation chains in an over-the-counter market
Shen, Ji
;
Wei, Bin
;
Yan, Hongjun
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4623-4642
Persistent link: https://www.econbiz.de/10012624654
Saved in:
6
Asset dissemination through dealer markets
Colliard, Jean-Edouard
;
Demange, Gabrielle
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6211-6234
Persistent link: https://www.econbiz.de/10012666041
Saved in:
7
Dealer liquidity provision and the breakdown of the law of one price : evidence from the CDS-bond basis
Choi, Jaewon
;
Shachar, Or
;
Shin, Sean Seunghun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4100-4122
Persistent link: https://www.econbiz.de/10012118544
Saved in:
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