Výsledky vyhledávání - "Arne Reichel"

Peg Abandonment and Cross-Currency Contagion

Autor: Florian Balke, Andreas Barth, Arne Reichel, Mark Wahrenburg

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a24899548506a9bb05cc585c15f7d1c5
https://doi.org/10.2139/ssrn.4043569

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Interbank Markets and Central Bank Intervention during the COVID-19 Crisis

Autor: Janika Bockmeyer, Arne Reichel

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4539f0a04782326db7fa753b2407a698
https://doi.org/10.2139/ssrn.3929369

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Spillovers of cum-ex and cum-cum trading with single stock futures

Autor: Valerie Laturnus, Arne Reichel, Mark Wahrenburg

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f18897cd14694476c6979899685dae42
https://doi.org/10.2139/ssrn.3929997

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Counterparty Credit Risk in OTC Derivatives

Autor: Mark Wahrenburg, Andreas Barth, Florian Balke, Arne Reichel

Publikováno v: SSRN Electronic Journal.

We document how counterparty credit risk is priced in FX OTC derivatives. We employ a novel data-set of dealer-specific bid-ask quotes to analyze risk pricing using the decoupling of Swiss franc from the euro as an exogenous shock. First, the removal

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::27f7bcb3e072667eb4235eb55ba51e82
https://doi.org/10.2139/ssrn.3498958

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