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At the end of the waterfall : resolvability of central counterparties

Gárdos, Péter - In: Credit and capital markets : Kredit und Kapital 54 (2021) 4, pp. 505-531

Persistent link: https://www.econbiz.de/10012939017

Regulación financiera en el senado de Estados Unidos : contribuciones de campaña y comportamiento de voto legislativo

Bojikian, Neusa Maria Pereira - In: Revista tempo do mundo (2021) 26, pp. 313-350

Persistent link: https://www.econbiz.de/10012693062

A tale of two enforcement venues : determinants and consequences of the SEC's choice of enforcement venue after the Dodd-Frank Act

Zheng, Xin - In: The accounting review : a publication of the American … 96 (2021) 6, pp. 451-476

Persistent link: https://www.econbiz.de/10012703058

Director compensation in the banking industry around the Dodd-Frank Act

Kwak, Wikil; Cheng, Xiaoyan; Kealey, Burch - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150022-1-2150022-22

Persistent link: https://www.econbiz.de/10012657784

Swap trading after Dodd-Frank : evidence from index CDS

Riggs, Lynn; Onur, Esen; Reiffen, David A.; Zhu, Haoxiang - In: Journal of financial economics 137 (2020) 3, pp. 857-886

Persistent link: https://www.econbiz.de/10012588374

The Dodd-Frank Act's non-uniform regulatory impact on the banking industry

Dolar, Burak; Dale, Ben - In: Journal of banking regulation 21 (2020) 2, pp. 188-195

Persistent link: https://www.econbiz.de/10012590453

The impact of financial incentives and perceptions of seriousness on whistleblowing intention

Andon, Paul; Free, Clinton; Jidin, Radzi; Monroe, Gary S.; … - In: Journal of business ethics : JOBE 151 (2018) 1, pp. 165-178

Persistent link: https://www.econbiz.de/10011902897

Essays on the market structure and pricing of credit derivatives

Junge, Benjamin - 2016

This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-thecounter markets in which trading is segmented and subject to many imperfections from which illiquidity may...

Persistent link: https://www.econbiz.de/10011903108

Liquidity risk in credit default swap markets

Junge, Benjamin; Trolle, Anders B. - In: Essays on the market structure and pricing of credit …, (pp. 1-33, 105-123). 2016

The first chapter, which is joint work with Anders B. Trolle, analyzes whether liquidity risk is priced in the cross section of returns on credit default swaps (CDSs). The analysis is based on a factor pricing model and a tradable liquidity factor that is constructed from returns on index...

Persistent link: https://www.econbiz.de/10011903311

Market structure and transaction costs of index CDSs

Junge, Benjamin; Collin-Dufresne, Pierre; Trolle, Anders B. - In: Essays on the market structure and pricing of credit …, (pp. 35-68, 125-167). 2016

The second chapter, which is joint work with Pierre Collin-Dufresne and Anders B. Trolle, analyzes transaction costs in the dealer-to-customer (D2C) and dealer-to-dealer (D2D) segments of the post-Dodd-Frank index CDS market. Dodd-Frank regulations that made all-to-all trading possible had the...

Persistent link: https://www.econbiz.de/10011903312