The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

The man in the middle—liquidity provision under central clearing in the credit default swap market: A regression discontinuity approach

Published:2021-11-18 Issue:3 Volume:42 Page:446-471
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Journal of Futures Markets

Author:

Schoenemann Gregor Helmut¹²^ORCID

Affiliation:

1. Institute of Financial Management University of Hohenheim Stuttgart Baden‐Wuerttemberg Germany

2. RMC Risk Management Consulting Frankfurt am Main Germany

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22288

Reference68 articles.

1. The impact of fragmentation, exchange fees and liquidity provision on market quality

2. Aitken J. &Singh M.(2009).Counterparty risk impact on collateral flows and role for central counterparties(IMF Working Paper).

3. Akari M.‐A. Ben‐Abdullah R. Breton M. &Dionne G.(2019).The impact of central clearing on the market for single‐name credit default swaps. (ICD Working Paper 18(03)).

4. Aldasoro I. &Ehlers T.(2018 June).The credit default swap market: What a difference a decade makes.BIS Quarterly Review 1–14.

5. Subways, Strikes, and Slowdowns: The Impacts of Public Transit on Traffic Congestion

Cited by 1 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. Intermediation in Us and EU Bond and Swap Markets: Stylised Facts, Trends and Impact of the Coronavirus (Covid-19) Crisis in March 2020;SSRN Electronic Journal;2023

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