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~person:"Brumm, Johannes"
~source:"econis"
~subject:"Collateral"
~subject:"Volatility"
~type:"article"
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Brumm, Johannes
Fabozzi, Frank J.
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6
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Jarrow, Robert A.
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Wang, Pengfei
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International economic review
1
Journal of monetary economics
1
Review of economic dynamics
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ECONIS (ZBW)
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Re-use of collateral : leverage, volatility, and welfare
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Review of economic dynamics
47
(
2023
),
pp. 19-46
Persistent link: https://www.econbiz.de/10013555754
Saved in:
2
Collateral requirements and asset prices
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
International economic review
55
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011347959
Saved in:
3
Margin regulation and volatility
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Journal of monetary economics
75
(
2015
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011569366
Saved in:
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