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~person:"Craine, Roger N."
~person:"Duffie, Darrell"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Financial clearing
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1987
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Craine, Roger N.
Duffie, Darrell
Heijmans, Ronald
9
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7
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5
Cox, Robert T.
5
Lavoie, Marc
5
Yanagawa, Eiichiro
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Berndsen, Ron
4
Huang, Wenqian
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2
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Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Macroeconomic dynamics
1
Review of asset pricing studies
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ECONIS (ZBW)
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1
Central clearing and collateral demand
Duffie, Darrell
;
Scheicher, Martin
;
Vuillemey, Guillaume
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 237-256
Persistent link: https://www.econbiz.de/10011348524
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2
Does a central clearing counterparty reduce counterparty risk?
Duffie, Darrell
;
Zhu, Haoxiang
- In:
Review of asset pricing studies
1
(
2011
)
1
,
pp. 74-95
Persistent link: https://www.econbiz.de/10009388958
Saved in:
3
Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.
;
Craine, Roger N.
- In:
Journal of money, credit and banking : JMCB
31
(
1999
)
2
,
pp. 248-272
Persistent link: https://www.econbiz.de/10001397768
Saved in:
4
Valuing the futures-market performance guarantee
Craine, Roger N.
- In:
Macroeconomic dynamics
1
(
1997
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10001630092
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