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Journal of financial and quantitative analysis : JFQA
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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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2
Customer order flow, intermediaries, and discovery of the equilibrium risk-free rate
Menkveld, Albert J.
;
Sarkar, Asani
;
Wel, Michel van der
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 821-849
Persistent link: https://www.econbiz.de/10009672412
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