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The implementation of the G20 mandate in the EU : will financial markets be safer than five years ago?

Plata, Rafael - In: Journal of securities operations & custody 6 (2014) 3, pp. 198-205

Persistent link: https://www.econbiz.de/10010345158

Relating interest rate swaps volatility and macroeconomic uncertainty in Europe

Pinho, Carlos; Madaleno, Mara - In: Banking and finance review 5 (2013) 2, pp. 94-117

Persistent link: https://www.econbiz.de/10010497211

Hedging European derivatives with the polynomial variance swap under uncertain volatility environments

Takahashi, Akihiko; Tsuzuki, Yukihiro; Yamazaki, Akira - In: International journal of theoretical and applied finance 14 (2011) 4, pp. 485-505

Persistent link: https://www.econbiz.de/10009269373

Risk assessment for a structured product specific to the CO2 emission permits market

Frunza, Marius-Christian; Guégan, Dominique - In: The journal of alternative investments 15 (2012/13) 3, pp. 72-91

Persistent link: https://www.econbiz.de/10009715857

On the risk-return profile of leveraged and inverse ETFs

Giese, Guido - In: The journal of asset management 11 (2010/11) 4, pp. 219-228

Persistent link: https://www.econbiz.de/10008728712

Risk management in financial markets

Panz, Sven - 2020

Persistent link: https://www.econbiz.de/10012254516

Volatility Indices and Implied Uncertainty Measures of European Government Bond Futures

Baran, Jaroslav - 2020

Implied volatility and other forward-looking measures of option-implied uncertainty help investors carefully evaluate market sentiment and expectations. We construct several measures of implied uncertainty in European government bond futures. In the first part, we create new volatility indices,...

Persistent link: https://www.econbiz.de/10012833681

Risk Assessment for a Structured Product Specific to the CO2 Emission Permits Market

Frunza, Marius - 2014

The aim of this work is to use a new modelling technique for CO2 emission prices, in order to estimate the risk … several modelling methods for CO2 emission prices. We use these results for risk modeling of the swap between two CO2 related … instruments: the European Union Allowances and the Certifi ed Emission Reductions. We estimate the counterparty risk for this kind …

Persistent link: https://www.econbiz.de/10013065198

Innovation and deadlock in global financial governance : transatlantic coordination failure in OTC derivatives regulation

Knaack, Peter - In: Review of international political economy : RIPE 22 (2015) 6, pp. 1217-1248

Persistent link: https://www.econbiz.de/10011453896

Sovereign and bank CDS spreads : two sides of the same coin?

Avino, Davide; Cotter, John - In: Journal of international financial markets, … 32 (2014), pp. 72-85

Persistent link: https://www.econbiz.de/10011299805

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