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~person:"Andolfatto, David"
~person:"Niinimäki, Juha-Pekka"
~person:"Rutkowski, Marek"
~type_genre:"Article in journal"
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12
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Andolfatto, David
Niinimäki, Juha-Pekka
Rutkowski, Marek
Geanakoplos, John
9
Fabozzi, Frank J.
7
Brigo, Damiano
6
Gorton, Gary
6
Jarrow, Robert A.
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Kubler, Felix
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Neuberger, Doris
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Boos, Karl-Heinz
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Pallavicini, Andrea
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5
Páscoa, Mário Rui
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Rampini, Adriano A.
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Schulte-Mattler, Hermann
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Vardoulakis, Alexandros P.
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Wang, Pengfei
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Hanley, Aoife
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Bergström, Clas
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The North American journal of economics and finance : a journal of financial economics studies
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European economic review : EER
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Finance and stochastics
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International journal of theoretical and applied finance
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Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
12
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1
Credit markets under asymmetric information regarding the law
Niinimäki, Juha-Pekka
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 380-390
Persistent link: https://www.econbiz.de/10012117885
Saved in:
2
Fair bilateral pricing under funding costs and exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10011969093
Saved in:
3
Collateral in credit rationing in markets with asymmetric information
Niinimäki, Juha-Pekka
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 97-102
Persistent link: https://www.econbiz.de/10012034516
Saved in:
4
Rehypothecation and liquidity
Andolfatto, David
;
Martin, Fernando M.
;
Zhang, Shengxing
- In:
European economic review : EER
100
(
2017
),
pp. 488-505
Persistent link: https://www.econbiz.de/10011921547
Saved in:
5
Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano
;
Buescu, C.
;
Rutkowski, Marek
- In:
Operations research letters
45
(
2017
)
6
,
pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
Saved in:
6
A BSDE approach to fair bilateral pricing under endogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 855-900
Persistent link: https://www.econbiz.de/10011569868
Saved in:
7
Spatial competition in the banking system : alternative lending technologies and collateral assets
Niinimäki, Juha-Pekka
- In:
Journal of multinational financial management
35
(
2016
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011719968
Saved in:
8
Scarcity of safe assets, inflation, and the policy trap
Andolfatto, David
;
Williamson, Stephen D.
- In:
Journal of monetary economics
73
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011381709
Saved in:
9
The optimal allocation of alternative collateral assets between different loans
Niinimäki, Juha-Pekka
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 22-41
Persistent link: https://www.econbiz.de/10011539665
Saved in:
10
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
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