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1
ETF risk models
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
9
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
Saved in:
2
Regulation, economies of scale and credit ratings : a puzzle of declining market concentration in the OTC derivatives market
Tata, Fidelio
- In:
Finance research letters
29
(
2019
),
pp. 292-296
Persistent link: https://www.econbiz.de/10012419107
Saved in:
3
The relevance of credit ratings in transparent bond markets
Badoer, Dominique C.
;
Demiroglu, Cem
- In:
The review of financial studies
32
(
2019
)
1
,
pp. 42-74
Persistent link: https://www.econbiz.de/10012033370
Saved in:
4
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
5
Developments in CDS markets : a review on recent CDS studies
Hu, Xingyi
;
Zhong, Zhaodong
-
2024
Persistent link: https://www.econbiz.de/10015047738
Saved in:
6
OTC derivatives and counterparty credit risk mitigation : the OIS discounting framework
Leone, Paola
;
Proietti, Massimo
;
Porretta, Pasqualina
; …
- In:
Liquidity risk, efficiency and new Bank business models
,
(pp. 57-91)
.
2016
Persistent link: https://www.econbiz.de/10011551171
Saved in:
7
An equilibrium model for the OTC derivative with the counterparty risk via the credit charge
Takino, Kazuhiro
- In:
International journal of financial markets and derivatives
4
(
2015
)
2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10011411937
Saved in:
8
Do central counterparties reduce counterparty and liquidity risk? : empirical results
León, Carlos
;
Marino, Ricardo
;
Cadena, Carlos
- In:
Algorithmic finance
9
(
2021
)
1/2
,
pp. 24-34
Persistent link: https://www.econbiz.de/10013167477
Saved in:
9
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
Saved in:
10
The economics of central clearing
Menkveld, Albert J.
;
Vuillemey, Guillaume
- In:
Annual review of financial economics
13
(
2021
),
pp. 153-178
Persistent link: https://www.econbiz.de/10012612508
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