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ECB monetary expansions and euro area TARGET2 imbalances : a balance-of-payment-based decomposition
Minenna, Marcello; Dosi, Giovanni; Roventini, Andrea - In: European journal of economics and economic policies : … 15 (2018) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10011939794
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The rise of national central banks' TARGET balances in the euro area : a comment
Terzi, Andrea - In: European journal of economics and economic policies : … 16 (2019) 2, pp. 161-168
Persistent link: https://www.econbiz.de/10012133111
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Just solve it : a simple method to improve the design and performance of liquidity-saving mechanisms
Cambe, Jordan; Xing, Zhiyi - In: The journal of financial market infrastructures 11 (2024) 2, pp. 13-37
Persistent link: https://www.econbiz.de/10014556442
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Research handbook on international financial regulation
Alexander, Kern (contributor); Dhumale, Rahul (contributor) - 2012
effect on bank behaviour -- pt. 3. European financial regulation and crisis management -- pt. 4. Central clearing of …
Persistent link: https://www.econbiz.de/10011851135
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Central counterparties and systemic stability
Jessé, Marc Bayle de - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 121-129
Persistent link: https://www.econbiz.de/10011912391
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Fed funds futures variance futures
Filipović, Damir; Trolle, Anders B. - 2015
We develop a novel contract design, the fed funds futures (FFF) variance futures, which reflects the expected realized basis point variance of an underlying FFF rate. The valuation of short-term FFF variance futures is completely model-independent in a general setting that includes the cases...
Persistent link: https://www.econbiz.de/10011293604
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Measure twice before you cut : Differences in Furfine-type algorithm implementations
Müller, Alexander; Paulick, Jan - In: The journal of financial market infrastructures 9 (2020) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10012803284
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Concentration in cleared derivatives : the case for broadening access to direct central counterparty clearing
Alvarez, Nahiomy; McPartland, John - In: The journal of financial market infrastructures 8 (2020) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10012662417
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EMIR 3.0 : overcoming the challenges of derivatives clearing with baby steps : still beating around the bush?
Thomadakis, Apostolos; Zebregs, Bas - In: Journal of securities operations & custody 16 (2024) 4, pp. 351-365
Persistent link: https://www.econbiz.de/10015077125
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How much liquidity would a liquidity-saving mechanism save if a liquidity-saving mechanism could save liquidity? : a simulation approach for Canada's large-value payment system
Byck, Shaun; Heijmans, Ronald - In: The journal of financial market infrastructures 9 (2021) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10013269943