Listar INARBE - Institute for Advanced Research in Business and Economics por tema "Margining"
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Guarantee requirements by European central counterparties and international volatility spillovers
(JAI Press, 2022) Artículo / ArtikuluaThis analysis addressed the potential systemic effects of guarantee requirements by central counterparties. Using data from the Spanish BME and German Eurex central clearing counterparties and controlling for tail risk and ...