Valuing risk exposure and the expected cost of margin calls : the case for a secondary market in redistributing liquidity liability (margin credit swaps)
Timothy E. Zimmer (Indiana Department of Workforce Development), Valerien O. Pede (International Rice Research Institute, Philippines) and Andrew M. McKenzie (University of Arkansas)
| Year of publication: |
2013
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|---|---|
| Authors: | Zimmer, Timothy E. ; Pede, Valerien O. ; McKenzie, Andrew M. |
| Published in: |
Business review : advanced applications. - Newcastle upon Tyne, UK : Cambridge Scholars Publishing, ISBN 978-1-4438-5029-2. - 2013, p. 51-63
|
| Subject: | Getreidemarkt | Grain market | Hedging | Liquiditätseffekt | Liquidity effect | Futures | Monte-Carlo-Simulation | Monte Carlo simulation | 2008 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011563478