Agostino Capponi - Central Bank Research Hub

Papers by year: All | 2017 | 2016

Title Other author(s)

Managing Counterparty Risk in OTC Markets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2017-083, 15.08.2017)

JEL: G11, G12, G21

Intraday Market Making with Overnight Inventory Costs

New York Fed Staff reports [View] (Paper: 799, 10.10.2016)

JEL: G01, G12, G17

Papers by year: All | 2017 | 2016