Systematic multi-period stress scenarios with an application to CCP risk management

von Genaro, Alan de
Veröffentlicht in Journal of banking & finance (2016)

Pricing interest rate derivatives under monetary changes

von Genaro, Alan de
Veröffentlicht in International journal of theoretical and applied finance (2018)

Well-connected short-sellers pay lower loan fees : a market-wide analysis

von Chague, Fernando
Veröffentlicht in Journal of financial economics (2017)

Estimating "hedge and auction" liquidation costs in central counterparties : a closeout risk approach

von Vicente, Luis A. B. G.
Veröffentlicht in The journal of financial market infrastructures (2017)

Short-sellers : informed but restricted

Veröffentlicht in Journal of international money and finance (2014)

Market power and banking regulations : evidence from RDD application to the Brazilian banking market

von Genaro, Alan de
Veröffentlicht in Economics letters (2021)

Price transparency in OTC equity lending markets : evidence from a loan fee benchmark

von Cereda, Fabio
Veröffentlicht in Journal of financial economics (2022)