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The journal of financial market infrastructures
Borradores de Economia
890
Temas de Estabilidad Financiera
78
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30
BORRADORES DE ECONOMIA
25
Discussion paper / Center for Economic Research, Tilburg University
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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INTEREST RATE MODELS, ASSET ALLOCATION AND QUANTITATIVE TECHNIQUES FOR CENTRAL BANKS AND SOVEREIGN WEALTH FUNDS, A. Berkelaar, J. Coche, K. Nyholm, eds., Palgrave Macmillan, 2010
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Portfolio and risk management for central banks and sovereign wealth funds : proceedings of a joint conference organised by the BIS, the ECB and the World Bank in Basel, 2 - 3 November 2010, Banking
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Estimating the intraday liquidity risk of financial institutions : a Monte Carlo simulation approach
León, Carlos
- In:
The journal of financial market infrastructures
1
(
2012
)
1
,
pp. 75-107
Persistent link: https://www.econbiz.de/10009703772
Saved in:
2
Estimating the intraday liquidity risk of financial institutions : a Monte Carlo simulation approach
León, Carlos
- In:
The journal of financial market infrastructures
1
(
2012
)
1
,
pp. 75-107
Persistent link: https://www.econbiz.de/10010082305
Saved in:
3
Assessing financial market infrastructures' systemic importance with authority and hub centrality
León, Carlos
;
Pérez, Jhonatan
- In:
The journal of financial market infrastructures
2
(
2014
)
3
,
pp. 67-87
Persistent link: https://www.econbiz.de/10010360566
Saved in:
4
Designing an expert-knowledge-based systemic importance index for financial institutions
León, Carlos
;
Machado, Clara
- In:
The journal of financial market infrastructures
2
(
2013
)
1
,
pp. 77-127
Persistent link: https://www.econbiz.de/10010349592
Saved in:
5
The trade-off between liquidity risk and counterparty risk in money market networks
León, Carlos
;
Sarmiento, Miguel
- In:
The journal of financial market infrastructures
9
(
2020
)
2
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012803304
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