| Title | Other author(s) | |
|---|---|---|
A Sampling-Window Approach to Transactions-Based Libor FixingNew York Fed Staff reports [View] (Paper: 596, 05.02.2013) |
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The failure mechanics of dealer banksBank for International Settlements Working papers [View] (Paper: 301, 27.03.2010) |
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Policy Perspectives on OTC Derivatives Market InfrastructureNew York Fed Staff reports [View] (Paper: 424, 07.01.2010) |
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Innovations in credit risk transfer: implications for financial stabilityBank for International Settlements Working papers [View] (Paper: 255, 17.07.2008) |
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Measuring default risk premia from default swap rates and EDFsBank for International Settlements Working papers [View] (Paper: 173, 17.03.2005) |
