Marco D'Errico - Central Bank Research Hub

Papers by year: All | 2017 | 2016

Title Other author(s)

Compressing over-the-counter markets

European Systemic Risk Board Working papers [View] (Paper: WP44, 02.05.2017)

JEL: C61, D53, D85, G01, G10, G12

How does risk flow in the credit default swap market?

European Central Bank Working papers [View] (Paper: 2041, 29.03.2017)

JEL: G10, G15

Mapping the interconnectedness between EU banks and shadow banking entities

European Systemic Risk Board Working papers [View] (Paper: WP40, 15.03.2017)

JEL: F65, G21, G23

How does risk flow in the credit default swap market?

European Systemic Risk Board Working papers [View] (Paper: WP33, 22.12.2016)

JEL: G10, G15

Papers by year: All | 2017 | 2016