Results 91 to 100 of about 46,726 (227)
Under-collateralisation and rehypothecation in the OTC derivatives markets. [PDF]
At present there is sizable activity in the OTC derivatives market that is under-collateralised. The margin/collateral requirements at central counterparties (CCPs) should help the OTC derivatives market be better collateralised, lowering the derivatives
Singh, M.
core
Europe’s New Post-Trade Infrastructure Rules. ECMI Policy Brief No. 20, 8 November 2012 [PDF]
, 2012 After more than a decade of indecision, the EU is finally now set to implement a consistent regulatory architecture for clearing and settlement. Following the agreement on a European market infrastructure Regulation (EMIR), the European Commission has ...
Lannoo, Karel., Valiante, Diego.
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ESG, market microstructure, and herding behavior: Evidence from CSAD tests in Taiwan
International Review of Economics & FinanceThis study examines how ESG transparency and market microstructure reform shape herding behavior in Taiwan's equity markets. Using nonlinear CSAD models, we find that low-ESG firms exhibit stronger herding, especially in the OTC market and during market ...
Jui-Cheng Hung, An-Chi Wu, I-Fan Hsiao
doaj +1 more source
Addiction‐related problems in Japan: A regional perspective
Addiction, Volume 121, Issue 5, Page 1316-1324, May 2026.Abstract Japan's addiction landscape appears paradoxical. The lifetime use of illicit drugs is among the lowest in Organisation for Economic Cooperation and Development countries, but harm from alcohol, tobacco, and gambling ranks among the world's highest.
Soichiro Ide +19 more
wiley +1 more source
A market for weather risk ? Worlds in conflict and compromising. [PDF]
In this paper we study the development of the market for weather derivatives in Europe. We show that weather derivatives conceived as financial products by their promoters have difficulties finding end-users.
Huault, Isabelle, Rainelli, Hélène
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An Altered Derivatives Marketplace: Clearing Swaps Under Dodd-Frank [PDF]
, 2012 Though over a year has passed, the impact of the Dodd Frank Act remains unclear. This Note examines the provisions of the Act that relate to swap transactions within the context of pre-reform and postreform markets.
Giovanella, L. +4 more
core +1 more source
Search and Inventory in Over‐the‐Counter Markets
International Economic Review, Volume 67, Issue 2, Page 697-728, May 2026.ABSTRACT We investigate the sources of the dealer centrality premium in the over‐the‐counter market for corporate bonds. We model dealer heterogeneity by allowing the dealer's status in the network to determine search effort and inventory costs when choosing to conduct riskless principal or principal trades.
Evan Dudley, Hongfei Sun, Chengjie Diao
wiley +1 more source
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run [PDF]
We investigate the relation between aggregate trading imbalances and interest rates in the Euro money market. We use data for OTC contracts as well as information from the major electronic trading platform in Europe to study the presence of cointegration
Massimiliano Marzo, Paolo Zagaglia
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The Need for Transparency in Commodity and Commodity Derivatives Markets. ECMI Research Report No. 3, 15 December 2008 [PDF]
, 2008 This paper argues that transparency-boosting measures specifically tailored to commodity and commodity derivatives markets are much needed. In particular, encouraging the creation of a clearing infrastructure for OTC commodity and commodity derivatives ...
Cinquegrana, Piero.
core
An Interpretation of Czech FX Options [PDF]
This paper opens with a brief description of the Czech FX options market. Several case studies of the Czech koruna option market illustrate how options reflect market sentiment and structural breaks.
Martin Cincibuch, Pavel Bouc
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