Similar Search Results - EconBiz

The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

Wall, Larry D.; Tallman, Ellis W.; Abken, Peter A. - Federal Reserve Bank of Atlanta - 1996

This paper develops a model in which information losses may be an important part of the cost of an OTC derivatives dealer's failure. A dealer failure forces solvent counterparties of a failed dealer to seek replacement hedges with other dealers. However, by forcing good firms into the...

Persistent link: https://www.econbiz.de/10005401895

The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

Wall, Larry D.; Tallman, Ellis W.; Abken, Peter A. - Federal Reserve Bank of Chicago - 1997

Persistent link: https://www.econbiz.de/10010723631

The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

Wall, Larry D.; Tallman, Ellis W.; Abken, Peter A. - 1996

Persistent link: https://www.econbiz.de/10000946462

The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods

Wall, Larry D.; Tallman, Ellis W.; Abken, Peter A. - In: Research in banking and finance 1 (2000), pp. 177-198

Persistent link: https://www.econbiz.de/10001684612

The Impact of a Dealer's Failure on Otc Derivatives Market Liquidity During Volatile Periods

Wall, Larry D. - 2014

This paper develops a model in which information losses may be an important part of the cost of an OTC derivatives dealer's failure. A dealer failure forces solvent counterparties of a failed dealer to seek replacement hedges with other dealers. However, by forcing good firms into the...

Persistent link: https://www.econbiz.de/10012710660

An empirical evaluation of value at risk by scenario simulation

Abken, Peter A. - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 12-29

Persistent link: https://www.econbiz.de/10001500033

Valuing default-risky interest-rate caps : a Monte Carlo approach

Abken, Peter A. - 1990

Persistent link: https://www.econbiz.de/10000796605

Using Eurodollar futures options : gauging the market's view of interest rate movements

Abken, Peter A. - In: Economic review 80 (1995) 2, pp. 10-30

Persistent link: https://www.econbiz.de/10001188231

Innovations in modeling the term structure of interest rates

Abken, Peter A. - In: Economic review 75 (1990) 4, pp. 2-27

Persistent link: https://www.econbiz.de/10001104457

Globalization of stock, futures, and options markets

Abken, Peter A. - In: Economic review 76 (1991) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10001110985

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