The global market for OTC derivatives: An analysis of dealer holdings
Tóm tắt
Từ khóa
Tài liệu tham khảo
Abken, 1993,march/april, Federal Reserve Bank of Atlanta Economic Review, 1
Allayannis, 2001,april, Journal of International Money and Finance, 20, 273, 10.1016/S0261-5606(00)00050-4
Bank of International Settlements. (2003, May 8). OTC derivatives market activity in the second half of 2002. Basel, Switzerland: Monetary and Economic Department.
& (2003). International evidence on financial derivatives usage. Working paper, University of North Carolina, Chapel Hill, North Carolina.
(2002). Counterparty credit risk in interest rate swaps during times of market stress. Working paper, Board of Governors of the Federal Reserve System, Washington, D.C.
Dodd, 2002, The Financier, 9, 1
Farooqi, 2002,december, Asia Risk, 17
Group of Thirty. (1993, July). Derivatives: Practices and principles. Washington, DC: Global Derivatives Study Group.
Hentschel, 1995, Journal of Financial Engineering, 4, 101
Kambhu, 1996,april, FRBNY Economic Policy Review, 1
Malhotra, 1997,spring, Quarterly Journal of Business and Economics, 19
Smithson, 1995, CIBC Wood Gundy, 55
Smithson, 1996, CIBC Wood Gundy, 91
(1998). Questions regarding the use of price risk management by industrial corporations. Working paper, CIBCWorld Markets, New York.
(2003). Risk management & derivatives. Mason, OH: Thompson-Southwestern.
Weinstein, 2003,may, Futures and Derivatives Law Report, 1