The counterparty risk exposure of ETF investors-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The counterparty risk exposure of ETF investors

Published:2019-05 Issue: Volume:102 Page:215-230
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Hurlin Christophe,Iseli Grégoire,Pérignon Christophe,Yeung Stanley

Funder

Agence Nationale de la Recherche

Swiss National Science Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. Capital shortfall: a new approach to ranking and regulating systemic risks;Acharya;Am. Econ. Rev.,2012

2. Covar;Adrian;Am. Econ. Rev.,2016

3. Do ETFs Increase the Commonality in Liquidity of Underlying Stocks?;Agarwal,2016

4. Which risk factors matter to investors? evidence from mutual fund flows;Barber;Rev. Financ. Stud.,2016

5. Collateral values by asset class: evidence from primary securities dealers;Bartolini;Rev. Financ. Stud.,2011

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Liquidity risk, return performance, and tracking error: Synthetic vs. Physical ETFs;Journal of International Financial Markets, Institutions and Money;2023-12

2. Stock Portfolio Management in the Presence of Downtrends Using Computational Intelligence;Applied Sciences;2022-04-18

3. Are there pricing spillovers within ETFs? Evidence from emerging market corporate bonds;Applied Economics;2021-06-27

4. Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing;Quantitative Finance;2021-02-04

5. The Basics of Exchange-Traded Funds;International Equity Exchange-Traded Funds;2020

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3