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market for mortgage backed securities or credit derivatives. Moreover, the observed behavior of traders and institutions that …
Persistent link: https://www.econbiz.de/10009441008
an approach to derivatives instruments used to temper or even eliminate them. To illustrate the use of these derivatives …
Persistent link: https://www.econbiz.de/10009442613
for equities. Second, it examines whether or not crude oil derivatives transactions by oil and gas producers can change … crude oil derivatives transactions, and the systematic risk exposure effect of crude oil derivatives transactions. In … crude oil mixed with equities, this study then examines the value effect of crude oil derivatives transactions by oil and …
Persistent link: https://www.econbiz.de/10009475072
credit derivatives. This paper will examine the governmental and private regulatory systems that aided the proliferation of …
Persistent link: https://www.econbiz.de/10009475413
The recent collapse of certain market operators has reopened the debate on the vulnerabilities of non-bank financial intermediation and their implications from the regulatory and supervisory standpoint. This article focuses on Archegos and Greensill whose collapse, although not systemic,...
Persistent link: https://www.econbiz.de/10013210154
important for emerging market countries that are experiencing remarkable growth in derivatives markets. Using firm level data …, we report a significant fall in exposure over the past 10 years and relate this to higher derivatives market …-Dumas (1984) model. Next, we follow an indirect approach to infer derivatives market participation at the firm level. Finally, we …
Persistent link: https://www.econbiz.de/10009430125
of risk management. Most courses on derivatives, futures and options, and financial engineering are taught from the … corporation, the utility, the software firm — any potential end-user of derivatives, but not the dealer. Among the topics we will …
Persistent link: https://www.econbiz.de/10009432744
linkages that accompany growing economic integration. Outwardly, the driving forces seem to be the decline in administrative …
Persistent link: https://www.econbiz.de/10009441816
confirmed the advantages of the integration, for treating of a system of smaller riskand that it generates frequent entrances of …
Persistent link: https://www.econbiz.de/10009443817
This paper was completed as part of the final research component in the University of Oregon Applied Information Management Master's Degree Program [see htpp://aim.uoregon.edu].
Persistent link: https://www.econbiz.de/10009447339