Do central counterparties reduce counterparty and liquidity risk? Empirical results (Q5862155): Difference between revisions

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-Carlos Antonio León
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+Carlos Antonio León
@@ Property / author: Carlos Antonio León / rank @@
+Normal rank
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+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Counterparty risk externality: centralized versus over-the-counter markets
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+Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
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+Network topology of the interbank market
@@ Property / cites work: Network topology of the interbank market / rank @@
+Normal rank
@@ Property / cites work @@
+Liquidity Flows in Interbank Networks*
@@ Property / cites work: Liquidity Flows in Interbank Networks* / rank @@
+Normal rank
@@ Property / cites work @@
+Counterparty risk, central counterparty clearing and aggregate risk
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@@ Property / cites work @@
+Q5395266
@@ Property / cites work: Q5395266 / rank @@
+Normal rank
@@ Property / cites work @@
+Liquidity hoarding
@@ Property / cites work: Liquidity hoarding / rank @@
+Normal rank
@@ Property / cites work @@
+Core and periphery in networks
@@ Property / cites work: Core and periphery in networks / rank @@
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@@ Property / cites work @@
+The Kolmogorov-Smirnov Test for Goodness of Fit
@@ Property / cites work: The Kolmogorov-Smirnov Test for Goodness of Fit / rank @@
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+Networks
@@ Property / cites work: Networks / rank @@
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@@ Property / cites work @@
+The role of bank relationships in the interbank market
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+https://doi.org/10.3233/af-200341
@@ Property / full work available at URL: https://doi.org/10.3233/af-200341 / rank @@
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+W3183160026
@@ Property / OpenAlex ID: W3183160026 / rank @@
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+Publication:5862155