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FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets
8 references·0 citing·33 second hop
FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets (2012)FX Counterparty Risk and Trading Activity…Reading About the Financial Crisis: A Twenty-One-Book Review (2012)Reading About the Financial C…Foreign Exchange Market Structure, Players, and Evolution (2012)Foreign Exchange Market Struc…Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity (2011)Limits to Arbitrage During th…Restoring Financial Stability (2009)Restoring Financial StabilityInterpreting deviations from covered interest parity during the financial market turmoil of 2007–08 (2009)Interpreting deviations from …Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-08 (2009)Interpreting Deviations from …Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity (2009)Capital Constraints, Counterp…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Convective Risk Flows in Commodity Futures Markets (2014)The CDS‐bond basis (2018)Credit migration and covered interest rate parity (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Deviations from Covered Interest Rate Parity (2016)Exchange Rate Policies at the Zero Lower Bound (2017)Segmented Money Markets and Covered Interest Parity Arbitrage (2017)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Order Flow and Exchange Rate Dynamics (2002)Exchange rate expectations of chartists and fundamentalists (2013)Over-the-Counter versus Limit-Order Markets: The Role of Traders’ Expertise (2019)Liquidity in the global currency market (2022)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Evidence for a Collective Intelligence Factor in the Performance of Human Groups (2010)Bank Capital and Financial Stability: An Economic Trade-Off or a Faustian Bargain? (2014)Global Waves of Debt: Causes and Consequences (2021)What Drives House Price Cycles? International Experience and Policy Issues (2021)Carry Trades and Currency Crashes (2008)Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence (2011)Review of Business and Economics (2015)Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)A Survey of Systemic Risk Analytics (2012)Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies (2013)Order Flow and Exchange Rate Dynamics (1999)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)Effects of Quantitative Easing on Asia: Capital Flows and Financial Markets (2013)FX market liquidity, funding constraints and capital flows (2014)Funding liquidity, market liquidity and TED spread: A two-regime model (2017)
this work references cited by second hop

References

  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2009Restoring Financial Stability720 cited
  • 2012Reading About the Financial Crisis: A Twenty-One-Book Review275 cited
  • 2009Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08205 cited
  • 2009Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity142 cited
  • 2009Interpreting Deviations from Covered Interest Parity during the Financial Market Turmoil of 2007-0880 cited
  • 2012Foreign Exchange Market Structure, Players, and Evolution79 cited
  • 2011Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity54 cited

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