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pro vyhledávání: '"Pancost, N. Aaron"'
Autor:
Pancost, N Aaron1 (AUTHOR), Robatto, Roberto2 (AUTHOR) robatto@wisc.edu
Publikováno v:
Review of Financial Studies. Feb2023, Vol. 36 Issue 2, p733-774. 42p.
Publikováno v:
In Journal of Financial Economics September 2023 149(3):536-556
Autor:
D'Amico, Stefania1 (AUTHOR), Pancost, N Aaron2 (AUTHOR)
Publikováno v:
Review of Finance. Feb2022, Vol. 26 Issue 1, p117-162. 46p.
Akademický článek
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This paper studies the risk management of central counterparties (CCPs) using a granular transaction-level dataset. We test whether margining practices are sufficient relative to portfolio risk and whether CCPs reduce margin requirements in a "race-t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::5a1fe40c0b4f8967bebf146a1da637de
https://hdl.handle.net/10419/265232
https://hdl.handle.net/10419/265232
Autor:
Pancost, N. Aaron, Robatto, Roberto
We study optimal capital requirement regulation in a dynamic quantitative model in which nonfinancial firms, as well as households, hold deposits. Firms hold deposits for precautionary reasons and to facilitate the acquisition of production inputs. O
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::9d901cc3b54f72654c5b8f3f222bec06
https://hdl.handle.net/10419/210879
https://hdl.handle.net/10419/210879
Autor:
Pancost, N Aaron
Publikováno v:
Review of Asset Pricing Studies; Jun2021, Vol. 11 Issue 2, p209-268, 60p
Autor:
Barnes, Michelle L.1 michelle.barnes@bos.frb.org, Pancost, N. Aaron2 aaron.pancost@bos.frb.org
Publikováno v:
Working Paper Series (Federal Reserve Bank of Boston). Dec2010, Vol. 10 Issue 15, p1-36. 36p. 9 Charts, 8 Graphs.
Autor:
Barnes, Michelle L.1 michelle.barnes@bos.frb.org, Pancost, N. Aaron2 aaron.pancost@bos.frb.org
Publikováno v:
Working Paper Series (Federal Reserve Bank of Boston). Jun2010, Vol. 10 Issue 7, p1-18. 18p. 10 Graphs.