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Central counterparty auctions...
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Derivative
Kreditrisiko
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14,898
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11,086
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2,379
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2,295
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2,277
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2,229
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2,116
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2,076
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2,055
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2,053
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Fabozzi, Frank J.
67
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
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25
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24
White, Alan
24
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24
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23
Carr, Peter
23
Chance, Don M.
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Acharya, Viral V.
21
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Brooks, Robert
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Duffie, Darrell
19
Choudhry, Moorad
18
García, Philip
18
Lee, Cheng F.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
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National Bureau of Economic Research
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Bangladesch / Parisaṅkhyāna Byuro
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Basel Committee on Banking Supervision
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International Organization of Securities Commissions
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Devlet İstatistik Enstitüsü
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Indien / Registrar General
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Bank für Internationalen Zahlungsausgleich
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
International Accounting Standards Board
6
OECD
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Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
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Ekonomiska forskningsinstitutet <Stockholm>
5
Großbritannien / Government / Statistical Service
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Großbritannien / Office of Population Censuses and Surveys
5
Philippinen / Bureau of the Census and Statistics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität Augsburg / Institut für Volkswirtschaftslehre
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Universität Zürich / Institut für Schweizerisches Bankwesen
5
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
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The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
122
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
73
International review of financial analysis
70
Finance research letters
68
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
56
SpringerLink / Bücher
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
37
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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ECONIS (ZBW)
13,909
RePEc
13
BASE
2
Other ZBW resources
1
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1
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1
Estimating "hedge and
auction
" liquidation costs in central counterparties : a closeout risk approach
Vicente, Luis A. B. G.
;
Cerezetti, Fernando
;
Genaro, Alan de
- In:
The journal of financial market infrastructures
6
(
2017
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011779047
Saved in:
2
The end of the waterfall : default resources of central counterparties
Cont, Rama
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
Saved in:
3
Central counterparty default management
auctions
: issues for consideration
Bank für Internationalen Zahlungsausgleich / Committee …
;
…
-
2020
Persistent link: https://www.econbiz.de/10012238877
Saved in:
4
Got to be certain : the legal framework for CCP default management processes
Braithwaite, Jo
;
Murphy, David
-
2016
Persistent link: https://www.econbiz.de/10011545767
Saved in:
5
A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
-
2016
Persistent link: https://www.econbiz.de/10011480672
Saved in:
6
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:
7
A discussion paper on central counterparty default management
auctions
Bank für Internationalen Zahlungsausgleich / Committee …
;
…
-
2019
Persistent link: https://www.econbiz.de/10012012428
Saved in:
8
Futures-friendly derivatives : a fix for the over-the-counter derivatives mess
Dew, James Kurt
- In:
International journal of financial innovation in …
1
(
2016
)
1/2
,
pp. 99-108
Persistent link: https://www.econbiz.de/10011668562
Saved in:
9
Credit default swap
auctions
and price discovery
Helwege, Jean
;
Maurer, Samuel
;
Sarkar, Asani
;
Wang, Yuan
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 34-42
Persistent link: https://www.econbiz.de/10003893439
Saved in:
10
Five fundamental questions on central counterparties
Berndsen, Ron
-
2020
Persistent link: https://www.econbiz.de/10012298338
Saved in:
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