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What do network theory and endogenous risk theory have to say about the effects of central counterparties on systemic stability?
Zigrand, Jean-Pierre - In: Financial stability review : FSR 14 (2010), pp. 153-160
Persistent link: https://www.econbiz.de/10008647155
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Endogenous market integration, manipulation and limits to arbitrage
Zigrand, Jean-Pierre - In: Journal of mathematical economics 42 (2006) 3, pp. 301-314
Persistent link: https://www.econbiz.de/10003322710
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Arbitrage and endogenous market integration
Zigrand, Jean-Pierre - 1999
Persistent link: https://www.econbiz.de/10001379442
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What happens when you regulate risk? : Evidence from a simple equilibrium model
Daníelsson, Jón; Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001622266
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Asset price dynamics with value-at-risk constrained traders
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001622267
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On physics and finance
Zigrand, Jean-Pierre - 2001
Persistent link: https://www.econbiz.de/10001558476
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The impact of risk regulation on price dynamcis
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Journal of banking & finance 28 (2004) 5, pp. 1069-1087
Persistent link: https://www.econbiz.de/10002006793
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Highwaymen or heroes : should hedge funds be regulated?
Daníelsson, Jón; Taylor, Ashley; Zigrand, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002440950
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On time-scaling of risk and the square-root-of-time-rule
Daníelsson, Jón; Zigrand, Jean-Pierre - 2003
Persistent link: https://www.econbiz.de/10001744068
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The calming of short-term market fear and its longterm consequences : the central banks' dilemma
Bevilacqua, Mattia; Daníelsson, Jón; Ergun, Lerby; … - 2023
Persistent link: https://www.econbiz.de/10014439418