Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Year of publication: |
2015
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Authors: | Leonhardt, A. ; Rathgeber, Andreas W. ; Stadler, Johannes ; Stöckl, Stefan |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 25/27, p. 2860-2877
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Subject: | counterparty risk | market microstructure | OTC markets | pricing fx forwards | risk premium | OTC-Handel | OTC market | Risikoprämie | Risk premium | Marktmikrostruktur | Market microstructure | Theorie | Theory | Derivat | Derivative |
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