The clearing association in futures markets: Guarantor and regulator
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Cited by:
- Paul Kupiec, 1998.
"Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 231-255, June.
- Paul H. Kupiec, 1997. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash?," FMG Special Papers sp97, Financial Markets Group.
- Paul H. Kupiec, 1997. "Margin requirements, volatility, and market integrity: what have we learned since the crash?," Finance and Economics Discussion Series 1997-22, Board of Governors of the Federal Reserve System (U.S.).
- Yaron Leitner, 2009. "Inducing agents to report hidden trades: a theory of an intermediary," Working Papers 09-10, Federal Reserve Bank of Philadelphia.
- Berndsen, Ron, 2020.
"Five Fundamental Questions on Central Counterparties,"
Other publications TiSEM
1f3bd844-92ab-4104-8f57-9, Tilburg University, School of Economics and Management.
- Berndsen, Ron, 2020. "Five Fundamental Questions on Central Counterparties," Discussion Paper 2020-028, Tilburg University, Center for Economic Research.
- Ackert, Lucy F. & Hunter, William C., 1994.
"Rational price limits in futures markets: tests of a simple optimizing model,"
Review of Financial Economics, Elsevier, vol. 4(1), pages 93-108.
- Lucy F. Ackert & William C. Hunter, 1994. "Rational price limits in futures markets: tests of a simple optimizing model," Review of Financial Economics, John Wiley & Sons, vol. 4(1), pages 93-108, September.
- Franklin R. Edward, 1999. "Hedge Funds and the Collapse of Long-Term Capital Management," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 189-210, Spring.
- Ron Berndsen, 2021. "Fundamental questions on central counterparties: A review of the literature," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(12), pages 2009-2022, December.
- Peter Fortune, 2003. "Margin requirements across equity-related instruments: how level is the playing field?," New England Economic Review, Federal Reserve Bank of Boston, pages 31-50.
- Jan Trzaskowski, 2022. "Data-driven value extraction and human well-being under EU law," Electronic Markets, Springer;IIM University of St. Gallen, vol. 32(2), pages 447-458, June.
- Emm, Ekaterina E. & Gay, Gerald D. & Shen, Mo, 2020. "Futures commission merchants, customer funds and capital requirements: An organizational analysis of the futures industry," Journal of Commodity Markets, Elsevier, vol. 18(C).
- David Bates & Roger Craine, 1998. "Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash," NBER Working Papers 6505, National Bureau of Economic Research, Inc.
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