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South Africa : financial sector assessment program ; reforms in the OTC derivatives market ; technical note

2015

Persistent link: https://www.econbiz.de/10011284411

Serial inventory systems with Markov-modulated demand : derivative bounds, asymptotic analysis, and insights

Chen, Li; Song, Jing-Sheng; Zhang, Yue - In: Operations research 65 (2017) 5, pp. 1231-1249

Persistent link: https://www.econbiz.de/10011757371

Loss potential from credit derivative use by corporate bond funds under U.S. and German Regulation : a cross country comparison

Gałkiewicz, Dominika - In: Credit and capital markets : Kredit und Kapital 49 (2016) 2, pp. 245-298

Persistent link: https://www.econbiz.de/10011555110

Does centralisation of FX derivative usage impact firm value?

Jankensgård, Håkan - In: European financial management : the journal of the … 21 (2015) 2, pp. 309-332

Persistent link: https://www.econbiz.de/10010516671

Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation

Gałkiewicz, Dominika - 2015

This study analyzes the loss potential arising from investments into CDS for a sample of large U.S. and German mutual funds. Further, it investigates whether the comments funds make on CDS use in periodic fund reports are consistent with the disclosed CDS holdings. For several funds in the U.S.,...

Persistent link: https://www.econbiz.de/10010503880

Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation

Gałkiewicz, Dominika - 2014 - This version: August 2014

Persistent link: https://www.econbiz.de/10010530827

Analysing large one-day commodity futures price changes

Hua, Wei; Wei, Peihwang - In: International journal of bonds and derivatives 1 (2014) 2, pp. 134-154

Persistent link: https://www.econbiz.de/10011312443

The "delta" of the Margrabe formula

Sebehela, Tumellano - In: Annals of financial economics 9 (2014) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10010392141

Are recessions inevitable?

Mirrlees, James A. - In: Journal of the Asia Pacific economy 15 (2010) 4, pp. 341-348

Persistent link: https://www.econbiz.de/10009124877

Gałkiewicz, Dominika Paula - 2014

.S. funds have greater discretion to undervalue derivative exposure compared to German funds. All analyses of this study reveal … that under existing derivative and leverage regulation, funds in both countries are able to increase risk by using …

Persistent link: https://www.econbiz.de/10010402916