Suchergebnisse

A General Framework for the Identification and Categorization of Risks - An Application to the Context of Financial Markets

A General Framework for the Identification and Categorization of Risks: An Application to the Context of Financial Markets

In: Journal of Risk, Band 23

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

In: ESRB: Working Paper Series No. 2016/27

Pricing Multiple Barrier Derivatives Under Stochastic Volatility

In: Journal of Computational Finance, Band 24

Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets

In: SAFE Working Paper No. 196

Liquidity Provider Incentives in Fragmented Securities Markets

In: Forthcoming in Journal of Empirical Finance

The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts

In: The journal of trading: JOT, Band 13, Heft 2, S. 35-46

ISSN: 1559-3967

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

In: SAFE Working Paper No. 195

Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues

In: The journal of trading: JOT, Band 12, Heft 1, S. 42-54

ISSN: 1559-3967