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Central clearing of OTC derivatives: Bilateral vs multilateral netting
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  • 2014Does Dodd-Frank Affect OTC Transaction Costs and Liquidity? Evidence from Real-Time CDS Trade Reports78 cited
  • 2021The Economics of Central Clearing71 cited
  • 2015Credit default swaps and systemic risk63 cited
  • 2017Does OTC derivatives reform incentivize central clearing?51 cited
  • 2019Interbank Clearing in Financial Networks with Multiple Maturities49 cited
  • 2015Hidden Illiquidity with Multiple Central Counterparties47 cited
  • 2015To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting40 cited
  • 2015The End of the Waterfall: Default Resources of Central Counterparties34 cited
  • 2020Contagion in Derivatives Markets31 cited
  • 2018Margin requirements and systemic liquidity risk30 cited
  • 2017Centralized netting in financial networks30 cited
  • 2020Optimal Network Compression28 cited
  • 2014Endogenous Derivative Networks28 cited
  • 2016Does OTC Derivatives Reform Incentivize Central Clearing?25 cited
  • 2017Central Clearing and Risk Transformation25 cited

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2018
The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question
24 cited