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Centralized clearing for credit derivatives : executive summary

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 168-170

Persistent link: https://www.econbiz.de/10009519957

Liquidity and arbitrage in the market for credit risk

Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 627-656

Persistent link: https://www.econbiz.de/10009385041

Centralized clearing for credit derivatives

Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Restoring financial stability : how to repair a failed …, (pp. 251-268). 2009

Persistent link: https://www.econbiz.de/10003827517

Short selling

Brenner, Menachem; Subrahmanyam, Marti G. - In: Restoring financial stability : how to repair a failed …, (pp. 269-275). 2009

Persistent link: https://www.econbiz.de/10003827521

A tale of two prices : liquidity and asset prices in multiple markets

Chan, Justin S. P.; Hong, Dong; Subrahmanyam, Marti G. - In: Journal of banking & finance 32 (2008) 6, pp. 947-960

Persistent link: https://www.econbiz.de/10003733773

Latent liquidity : a new measure of liquidity, with an application to corporate bonds

Mahanti, Sriketan; Nashikkar, Amrut; Subrahmanyam, Marti G. - In: Journal of financial economics 88 (2008) 2, pp. 272-298

Persistent link: https://www.econbiz.de/10003720278

Incremental risk vulnerability

Franke, Günter (contributor); … - 2005

We present a necessary and sufficient condition on an agent's utility function for a simple mean preserving spread in an independent background risk to increase the agent's risk aversion (incremental risk vulnerability). Gollier and Pratt (1996) have shown that declining and convex risk aversion...