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The doble default value-of-the-firm model
Gouriéroux, Christian; Monfort, Alain - In: The journal of credit risk : published quarterly by … 12 (2016) 2, pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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A dynamic model of central counterparty risk
Bielecki, Tomasz R.; Cialenco, Igor; Feng, Shibi - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-34
Persistent link: https://www.econbiz.de/10011970904
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Optimal central counterparty risk management
Haene, Philipp; Sturm, Andreas - 2009
Persistent link: https://www.econbiz.de/10003939986
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FX counterparty risk and trading activity in currency forward and futures markets
Levich, Richard M. - In: Review of financial economics : RFE 21 (2012) 3, pp. 102-110
Persistent link: https://www.econbiz.de/10009703038
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Click or Call? Auction Versus Search in the Over-the-Counter Market
Hendershott, Terrence - 2014
simultaneously search many bond dealers. We show that periodic one-sided electronic auctions are a viable and important source of … markets and continuous double auctions in electronic limit order books …
Persistent link: https://www.econbiz.de/10013067115
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On fine wine pricing across different trading venues
Oleksy, Paweł; Czupryna, Marcin; Jakubczyk, Michał - In: Journal of wine economics 16 (2021) 2, pp. 189-209
Persistent link: https://www.econbiz.de/10012656824
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Risk mutualization and financial stability : recovering and resolving a central counterparty
Raykov, Radoslav S. - In: The journal of financial market infrastructures 6 (2017/2018) 2/3, pp. 163-185
Persistent link: https://www.econbiz.de/10011912397
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Trading financial derivatives on the Web - an approach towards automating negotiations on OTC markets
Bichler, Martin - In: E-business management : integration of Web technologies …, (pp. 311-333). 2003
Persistent link: https://www.econbiz.de/10001748632
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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