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Article(electronic)#22019
A General Framework for the Identification and Categorization of Risks: An Application to the Context of Financial Markets
In: Journal of Risk, Volume 23
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Article(electronic)#32016
(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity
In: ESRB: Working Paper Series No. 2016/27
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Article(electronic)#42018
Pricing Multiple Barrier Derivatives Under Stochastic Volatility
In: Journal of Computational Finance, Volume 24
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Article(electronic)#52017
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
In: SAFE Working Paper No. 196
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Article(electronic)#62019
Liquidity Provider Incentives in Fragmented Securities Markets
In: Forthcoming in Journal of Empirical Finance
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Article(electronic)#7March 23, 2018
The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
In: The journal of trading: JOT, Volume 13, Issue 2, p. 35-46
ISSN: 1559-3967
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Article(electronic)#82017
Managing Excess Volatility: Design and Effectiveness of Circuit Breakers
In: SAFE Working Paper No. 195
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Article(electronic)#9December 31, 2016
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
In: The journal of trading: JOT, Volume 12, Issue 1, p. 42-54
ISSN: 1559-3967
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