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A comparative analysis of tools to limit the procyclicality of initial margin requirements
Murphy, David
;
Vasios, Michalis
;
Vause, Nicholas
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2016
Persistent link: https://www.econbiz.de/10011480672
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2
Centralized trading, transparency and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
-
2016
Persistent link: https://www.econbiz.de/10011443334
Saved in:
3
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
-
2018
Persistent link: https://www.econbiz.de/10011919953
Saved in:
4
Identifying contagion in a banking network
Morrison, Alan
;
Vasios, Michalis
;
Wilson, Mungo
;
Zikes, …
-
2017
Persistent link: https://www.econbiz.de/10011629847
Saved in:
5
The cost of clearing fragmentation
Benos, Evangelos
;
Huang, Wenqian
;
Menkveld, Albert J.
; …
-
2019
Persistent link: https://www.econbiz.de/10012201069
Saved in:
6
Regulatory effects on short-term interest rates
Ranaldo, Angelo
;
Schaffner, Patrick
;
Vasios, Michalis
-
2019
Persistent link: https://www.econbiz.de/10012201074
Saved in:
7
OTC microstructure in a period of stress : a multi‑layered network approach
Joseph, Andreas
;
Vasios, Michalis
;
Maizels, Olga
; …
-
2019
Persistent link: https://www.econbiz.de/10012202563
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