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Search: subject:"funding spreads"
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funding spreads
2
Arbitrage Pricing
1
Arbitrage pricing
1
Bank
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Bank funding costs
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Börsengang
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Stochastischer Prozess
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Triparty repo
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Bichuch, Maxim
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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South African Reserve Bank working paper series
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ECONIS (ZBW)
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Market power in wholesale funding : a structural perspective from the triparty repo market
Huber, Amy Wang
- In:
Journal of financial economics
149
(
2023
)
2
,
pp. 235-259
Persistent link: https://www.econbiz.de/10014336586
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2
Developments in debt issuance costs of South African banks
Naidoo, Eyollan
;
Nkuna, Mukelani
;
Steenkamp, Daan
-
2020
Persistent link: https://www.econbiz.de/10012267304
Saved in:
3
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
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