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Centralized clearing for credit derivatives : executive summary
Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 168-170
Persistent link: https://www.econbiz.de/10009519957
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Hedge funds in the aftermath of the financial crisis : executive summary
Brown, Stephen J.; Kacperczyk, Marcin; Ljungqvist, Alexander - In: Financial markets, institutions & instruments 18 (2009) 2, pp. 155-156
Persistent link: https://www.econbiz.de/10009519985
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Centralized clearing for credit derivatives
Acharya, Viral V.; Engle, Robert F.; Figlewski, Stephen; … - In: Restoring financial stability : how to repair a failed …, (pp. 251-268). 2009
Persistent link: https://www.econbiz.de/10003827517
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Equity options during the shorting ban of 2008
Cakici, Nusret; Goswami, Gautam; Tan, Sinan - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-31
The Securities and Exchange Commission’s 2008 emergency order introduced a shorting ban of some 800 financials traded in the US. This paper provides an empirical analysis of the options market around the ban period. Using transaction level data from OPRA (The Options Price Reporting...
Persistent link: https://www.econbiz.de/10011855252