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The counterparty risk exposure of ETF investors
Hurlin, Christophe; Iseli, Grégoire; Pérignon, Christophe - In: Journal of banking & finance 102 (2019), pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
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Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos
Dufour, Alfonso; Marra, Miriam; Sangiorgi, Ivan - In: Journal of banking & finance 107 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012224490
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Margining in derivatives markets and the stability of the banking sector
Gibson, Rajna; Murawski, Carsten - In: Journal of banking & finance 37 (2013) 4, pp. 1119-1132
Persistent link: https://www.econbiz.de/10009716242
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Rehypothecation dilemma : impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
Sakurai, Yuji; Uchida, Yoshihiko - In: Journal of banking & finance 48 (2014), pp. 361-373
Persistent link: https://www.econbiz.de/10010508116
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Collateral smile
Leippold, Markus; Su, Lujing - In: Journal of banking & finance 58 (2015), pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
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A note on an equilibrium debt option pricing model in discrete time
Mathis, Roswell E. - In: Journal of banking & finance 19 (1995) 7, pp. 1305-1307
Persistent link: https://www.econbiz.de/10001189240
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal; Ruas, João Pedro; Dias, … - In: Journal of banking & finance 58 (2015), pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
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Riding the swaption curve
Duyvesteyn, Johan; Zwart, Gerben Jacobus de - In: Journal of banking & finance 59 (2015), pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
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Short-term options : clienteles, market segmentation, and event trading
Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250
Persistent link: https://www.econbiz.de/10011545291