Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
A. Leonhardt, A. W. Rathgeber, J. Stadler and Stefan Stöckl
| Year of publication: |
2015
|
|---|---|
| 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 | Theorie | Theory | Derivat | Derivative | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Kreditrisiko | Credit risk | Risiko | Risk | Wertpapierhandel | Securities trading | Finanzmarkt | Financial market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010519848