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The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
Wall, Larry D.; Tallman, Ellis W.; Abken, Peter A. - 1996
Persistent link: https://www.econbiz.de/10000946462
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Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka - In: Economie & prévision : EP (2001) 2, pp. 71-97
Persistent link: https://www.econbiz.de/10001674730
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Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka - 2001
Persistent link: https://www.econbiz.de/10001563631
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The Evolution of OTC Interest Rate Derivatives Markets
Ehlers, Torsten - 2019
The trading of interest rate derivatives in over-the-counter (OTC) markets more than doubled between 2016 and 2019, significantly outpacing the growth of trading on exchanges. This rapid expansion was driven by three factors. First, non-market facing trades, such as back-to-back deals and...
Persistent link: https://www.econbiz.de/10012857866
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FX and OTC Derivatives Markets Through the Lens of the Triennial Survey
Wooldridge, Philip D. - 2019
The 2019 BIS Triennial Central Bank Survey provided new insights about the boost that electronification gave to trading …
Persistent link: https://www.econbiz.de/10012857870
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The OTC Interest Rate Derivatives Market in 2013
Gyntelberg, Jacob - 2014
This feature analyses the market for OTC interest rate derivatives using data from the Triennial Central Bank Survey …
Persistent link: https://www.econbiz.de/10013057710
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The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung; Kutan, Ali Mustafa; Ryu, Doojin - In: The North American journal of economics and finance : a … 47 (2019), pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
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Bitcoin, VIX futures and CDS : a triangle for hedging the international equity portfolios
Zghal, Rania; Ghorbel, Ahmed - In: International journal of emerging markets 17 (2022) 1, pp. 71-97
Persistent link: https://www.econbiz.de/10012886357
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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804