Narrow search
Showing 1 - 10 of 2,313
Cover Image
A dynamic model approach of securitization and the financial crisis
Mpundu, Mubanga - In: International journal of economics and financial issues … 6 (2016) 4, pp. 1873-1883
Persistent link: https://www.econbiz.de/10011775434
Cover Image
Interbank credit exposures and financial stability
Schneorson, Oren - 2022
This paper investigates how interbank credit exposures affect financial stability. Policy makers often see such exposures as undermining stability by exacerbating cascading losses through the financial system. I develop a model that features a trade-off between cascading losses and risk-sharing....
Persistent link: https://www.econbiz.de/10013350529
Cover Image
Mathematical models for financial bubbles
Nedelcu, Sorin - 2014
thoroughly studied in the economic literature, a mathematical martingale theory of bubbles, based on an absence of arbitrage has … construct a flow in the space of equivalent martingale measures and we study the shifting perception of the fundamental value of … martingale measure used for pricing. In this way we are able to unify the classical martingale theory of bubbles with a …
Persistent link: https://www.econbiz.de/10010532745
Cover Image
The lemon-squeezing problem : analytical and computational limitations in collateralized debt obligation evaluation
Hardie, Iain; MacKenzie, Donald A. - In: Competition & change : the journal of global business … 18 (2014) 5, pp. 383-401
Persistent link: https://www.econbiz.de/10011293119
Cover Image
The economic consequences of Banks' derivatives use in good times and bad times
Cyree, Ken B.; Huang, Pinghsun; Lindley, James T. - In: Journal of financial services research : JFSR 41 (2012) 3, pp. 121-144
Persistent link: https://www.econbiz.de/10009631318
Cover Image
Central counterparty loss allocation and transmission of financial stress
Heath, Alexandra; Kelly, Gerard; Manning, Mark - 2015
Persistent link: https://www.econbiz.de/10012497636
Cover Image
Law as a constraint on bailouts : emergency support for central counterparties
France, Virginia G.; Kahn, Charles M. - In: Journal of financial intermediation 28 (2016), pp. 22-31
Persistent link: https://www.econbiz.de/10011715177
Cover Image
A map of collateral uses and flows
Aguiar, Andrea; Bookstaber, Richard M.; Kenett, Dror Y.; … - In: The journal of financial market infrastructures 5 (2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011673730
Cover Image
Modeling corporate default rates
Tong, Xiaoming - In: International journal of economics and finance 6 (2014) 8, pp. 1-14
Persistent link: https://www.econbiz.de/10010399382
Cover Image
Improving sovereign debt restructurings
Dvorkin, Maximiliano A.; Sanchez, Juan M.; Sapriza, Horacio - 2022
Persistent link: https://www.econbiz.de/10013268205