Zobrazeno 1 - 10
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pro vyhledávání: '"BOTTAZZI Jean"'
Publikováno v:
Science Technology & Engineering. 2023, Vol. 23 Issue 27, p11540-11549. 10p.
Publikováno v:
In Journal of Economic Theory March 2012 147(2):477-500
Autor:
Bottazzi, Jean-Marc
Publikováno v:
Economic Theory, 2002 Aug 01. 20(1), 67-82.
Externí odkaz:
https://www.jstor.org/stable/25055513
Akademický článek
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Autor:
Wang, Deyuan, Gao, Zhandong, Bottazzi, Jean, Shao, Qingfeng, Li, Youwei, Wu, Kehua, Zhou, Wenlong, Jiao, Fu, Li, Shijie, Jiangzuo, Qigao
Publikováno v:
Historical Biology; Nov2022, Vol. 34 Issue 11, p2188-2194, 7p
Autor:
Bottazzi, Jean-Marc, De Meyer, Bernard
Publikováno v:
In Journal of Mathematical Economics 2003 39(5):657-675
When repo margins are raised by a central clearing counterparty (CCP), the impact on security prices depends on whether the market is 'long' or 'short'. As both the long and the short must post margins, the price impact depends on which side is more
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4681e54757562ec12bd829403babdaa2
https://hal-paris1.archives-ouvertes.fr/hal-01648215/document
https://hal-paris1.archives-ouvertes.fr/hal-01648215/document
Variations in repo haircuts play a crucial role in leveraging (or deleveraging) in security markets, as observed in the two major economic events that happened so far in this century, the US housing bubble that burst into the great recession and the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1437::2b959fdd719ed5ca90fa8c19c6a49ec8
https://hdl.handle.net/10362/25337
https://hdl.handle.net/10362/25337
Autor:
Bensaid, Bernard1, Bottazzi, Jean-Marc2 bottazzi@univ-paris1.fr
Publikováno v:
Finance. dec2001, Vol. 22 Issue 2, p25-50. 26p.
Publikováno v:
e-Archivo. Repositorio Institucional de la Universidad Carlos III de Madrid
instname
instname
By Covered Interest rate Parity (CIP), the FX swap implied currrency interest rates should coincide with actual interest rates. When a difference occurs, the residual is referred to as the cross currency basis. We link the Euro- Dollar currency basis
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5f962e8683fcb804cede693e892a2356
https://hdl.handle.net/10016/12965
https://hdl.handle.net/10016/12965