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person:"Giraud, Gaël"
~person:"Agarwal, Sumit"
~person:"Rutkowski, Marek"
~person:"Schmedders, Karl"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Collateral"
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Collateral
11
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11
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8
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3
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3
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3
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3
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Giraud, Gaël
Agarwal, Sumit
Rutkowski, Marek
Schmedders, Karl
Geanakoplos, John
9
Fabozzi, Frank J.
7
Brigo, Damiano
6
Gorton, Gary
6
Jarrow, Robert A.
6
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6
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Benmelech, Efraim
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Pallavicini, Andrea
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Pintus, Patrick A.
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Páscoa, Mário Rui
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Schulte-Mattler, Hermann
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Wang, Pengfei
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Frame, W. Scott
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Santos, João A. C.
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3
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3
Arce, Óscar
3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Finance and stochastics
1
International economic review
1
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ECONIS (ZBW)
11
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1
Re-use of collateral : leverage, volatility, and welfare
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Review of economic dynamics
47
(
2023
),
pp. 19-46
Persistent link: https://www.econbiz.de/10013555754
Saved in:
2
Fair bilateral pricing under funding costs and exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10011969093
Saved in:
3
Funding, repo and credit inclusive valuation as modified option pricing
Brigo, Damiano
;
Buescu, C.
;
Rutkowski, Marek
- In:
Operations research letters
45
(
2017
)
6
,
pp. 665-670
Persistent link: https://www.econbiz.de/10011783094
Saved in:
4
A BSDE approach to fair bilateral pricing under endogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 855-900
Persistent link: https://www.econbiz.de/10011569868
Saved in:
5
Debt-deflation versus the liquidity trap : the dilemma of nonconventional monetary policy
Giraud, Gaël
;
Pottier, Antonin
- In:
Economic theory : official journal of the Society for …
62
(
2016
)
1/2
,
pp. 383-408
Persistent link: https://www.econbiz.de/10011554283
Saved in:
6
Collateral pledge, sunk-cost fallacy and mortgage default
Agarwal, Sumit
;
Green, Richard K.
;
Rosenblatt, Eric
; …
- In:
Journal of financial intermediation
24
(
2015
)
4
,
pp. 636-652
Persistent link: https://www.econbiz.de/10011526286
Saved in:
7
Collateral valuation and borrower financial constraints : evidence from the residential real estate market
Agarwal, Sumit
;
Ben-David, Itzhak
;
Yao, Wenxiong
- In:
Management science : journal of the Institute for …
61
(
2015
)
9
,
pp. 2220-2240
Persistent link: https://www.econbiz.de/10011372430
Saved in:
8
Margin regulation and volatility
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Journal of monetary economics
75
(
2015
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011569366
Saved in:
9
Fair bilateral prices in Bergman’s model with exogenous collateralization
Nie, Tianyang
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011404379
Saved in:
10
Collateral requirements and asset prices
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
International economic review
55
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011347959
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