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Speculators, prices, and market volatility
Brunetti, Celso; Buyuksahin, Bahattin; Harris, Jeffrey H. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1545-1574
Persistent link: https://www.econbiz.de/10011665133
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Counterparty risk in over-the-counter markets
Frei, Christoph; Capponi, Agostino; Brunetti, Celso - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
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CoMargin
Lopez, Jorge A. Cruz; Harris, Jeffrey H.; Hurlin, Christophe - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2183-2215
Persistent link: https://www.econbiz.de/10011928997