Counterparty risk externality : centralized versus over-the-counter markets
Year of publication: |
2014
|
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Authors: | Acharya, Viral V. ; Bisin, Alberto |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 149.2014, p. 153-182
|
Subject: | Counterparty risk | Leverage | Transparency | Centralized clearing | Collateral | OTC markets | Theorie | Theory | OTC-Handel | OTC market | Kreditsicherung | Finanzmarkt | Financial market | Kreditrisiko | Credit risk | Clearing | Financial clearing | Effizienzmarkthypothese | Efficient market hypothesis | Risikopräferenz | Risk attitude | Risiko | Risk |
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