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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Williams College Economics Department working paper series"
~subject:"Derivat"
~subject:"Theorie"
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Department of Economics discussion paper series / University of Oxford
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SFB 649 discussion paper
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Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
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2
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
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3
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
4
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Saved in:
5
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2017
Persistent link: https://www.econbiz.de/10011752480
Saved in:
6
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
-
2021
-
This version: April 6, 2021
Persistent link: https://www.econbiz.de/10012603945
Saved in:
7
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
-
2020
-
This version: January 9, 2020
Persistent link: https://www.econbiz.de/10012211898
Saved in:
8
How safe are central counterparties in credit default swapmarkets?
Paddrik, Mark
;
Young, H. Peyton
-
2019
Persistent link: https://www.econbiz.de/10012196190
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9
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
-
2019
Persistent link: https://www.econbiz.de/10012196195
Saved in:
10
How safe are central counterparties in derivatives markets?
Paddrik, Mark
;
Young, H. Peyton
-
2017
Persistent link: https://www.econbiz.de/10011669719
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