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~person:"Brigo, Damiano"
~person:"Gorton, Gary"
~type_genre:"Article in journal"
~type_genre:"Law"
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Brigo, Damiano
Gorton, Gary
Geanakoplos, John
9
Fabozzi, Frank J.
7
Jarrow, Robert A.
6
Kubler, Felix
6
Neuberger, Doris
6
Benmelech, Efraim
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Schulte-Mattler, Hermann
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Vardoulakis, Alexandros P.
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4
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4
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Ongena, Steven
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4
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3
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3
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1
Brookings papers on economic activity : BPEA
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1
Journal of financial engineering
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
12
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1
Optimal monetary policy in a collateralized economy
Gorton, Gary
;
He, Ping
- In:
Economic theory
75
(
2023
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10013488821
Saved in:
2
Mobile collateral versus immobile collateral
Gorton, Gary
;
Laarits, Toomas
;
Muir, Tyler
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
6
,
pp. 1673-1703
Persistent link: https://www.econbiz.de/10013466477
Saved in:
3
The supply and demand for safe assets
Gorton, Gary
;
Ordoñez, Guillermo
- In:
Journal of monetary economics
125
(
2022
),
pp. 132-147
Persistent link: https://www.econbiz.de/10013350609
Saved in:
4
Good booms, bad booms
Gorton, Gary
;
Ordoñez, Guillermo
- In:
Journal of the European Economic Association : JEEA
18
(
2020
)
2
,
pp. 618-665
Persistent link: https://www.econbiz.de/10012234390
Saved in:
5
Impact of multiple curve dynamics in credit valuation adjustments under collateralization
Bormetti, Giacomo
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10011905822
Saved in:
6
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:
7
The history and economics of safe assets
Gorton, Gary
- In:
Annual review of economics
9
(
2017
),
pp. 547-586
Persistent link: https://www.econbiz.de/10011911424
Saved in:
8
Arbitrage-free bilateral counterparty risk valuation under collateralization and application to credit default swaps
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 125-146
Persistent link: https://www.econbiz.de/10010256178
Saved in:
9
Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks
Brigo, Damiano
;
Pallavicini, Andrea
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-60
Persistent link: https://www.econbiz.de/10010508128
Saved in:
10
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
1
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