[go: up one dir, main page]
create a website
Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel.
In: ECMI Papers.
RePEc:eps:ecmiwp:29791.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 148

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Finance Must Be Defended: Cybernetics, Neoliberalism and Environmental, Social, and Governance (ESG). (2023). Morgan, William R.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:4:p:3707-:d:1071665.

    Full description at Econpapers || Download paper

  2. The ESG Reporting of EU Public Companies—Does the Company’s Capitalisation Matter?. (2022). Sajnog, Artur ; Janicka, Magorzata.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:7:p:4279-:d:786810.

    Full description at Econpapers || Download paper

  3. Carbon Derivatives-Directed International Supervision Laws and Regulations and Carbon Market Mechanism. (2022). Cheng, Yao.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:23:p:16157-:d:992439.

    Full description at Econpapers || Download paper

  4. 2020 ECMI Statistical Package: key findings. (2021). Thomadakis, Apostolos.
    In: ECMI Papers.
    RePEc:eps:ecmiwp:32242.

    Full description at Econpapers || Download paper

  5. Does Short-Termism Influence the Market Value of Companies? Evidence from EU Countries. (2020). Sajnog, Artur ; Pieloch-Babiarz, Aleksandra ; Janicka, Magorzata.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:272-:d:440880.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Acharya, V. and A. Bisin (2014), “Counterparty Risk Externality: Centralized versus Over-the-counter Markets”, Journal of Economic Theory, 149: 153-182.

  2. Adam, T. (2002), “Do Firms Use Derivatives to Reduce their Dependence on External Capital Markets”, Review of Finance, 6(2): 163-187.

  3. Allayannis, G. and A. Mozumdar (2000), “Cash Flow, Investment, and Hedging”, SSRN Electronic Journal. Available at: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=243639.
    Paper not yet in RePEc: Add citation now

  4. Allayannis, G. and J. Weston (2001), “The use of Foreign Currency Derivatives and Firm Market Value”, Review of Financial Studies, 14(1): 243-276.

  5. Anderson, D. (2009), “Corporate Survival: The Critical Importance of Sustainability Risk Management”, Journal of Risk and Insurance, 76(4): 955-961.
    Paper not yet in RePEc: Add citation now

  6. Aramonte, S. and W. Huang (2019), “OTC Derivatives: Euro Exposures Rise and Central Clearing Advances”, BIS Quarterly Review, 8 December, Bank for International Settlements.

  7. Arditti, F. (1996), “Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps, and Mortgage Securities”, Harvard Business Review Press.
    Paper not yet in RePEc: Add citation now
  8. Atherton, A., J. Lewis and R. Plant (2007), “Causes of Short-Termism in the Finance Sector”, Discussion Paper, July, Institute for Sustainable Futures.
    Paper not yet in RePEc: Add citation now

  9. Bakoush, M., E. Gerding and S. Wolfe (2019), “Margin Requirements and Systemic Liquidity Risk”, Journal of International Financial Markets, Institutions and Money, 58(January): 78-95.

  10. Ballotta, L., G. Fisau, I. Kyriakou, N. Papapostolou and P. Pouliasis (2020), “Risk Management of Climate Impact for Tourism Operators: An Empirical Analysis on Ski Resorts”, Tourism Management, 77(April).
    Paper not yet in RePEc: Add citation now
  11. Barton, J. (2001), “Does the Use of Financial Derivatives Affect Earnings Management Decisions?”, Accounting Review, 76(1): 1-26.
    Paper not yet in RePEc: Add citation now
  12. Bates, J. and P. Goodale (2017), “Making Data Flow for the Climate Risk Market”, Television & New Media, 18(8): 753-768.
    Paper not yet in RePEc: Add citation now

  13. Batten, S., R. Sowerbutts and M. Tanaka (2016), “Let's Talk about the Weather: The Impact of Climate Change on Central Banks”, Working Paper, No. 603, Bank of England.

  14. Benos, E., R. Payne and M. Vasios (2020), “Centralized Trading, Transparency and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd-Frank Act”, Journal of Financial and Quantitative Analysis, 55(1): 159-192.

  15. Bernanke, B. (1990), “Clearing and Settlement during the Crash”, Review of Financial Studies, 3(1): 133-151.

  16. Bessembinder, H. (1991), “Forward Contracts and Firm Value: Investment Incentive and Contracting Effect”, Journal of Financial and Quantitative Analysis, 26(4): 519-532.

  17. Bessembinder, H., W. Maxwell and K. Venkataraman (2006), “Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds”, Journal of Financial Economics, 82(2): 251-288.

  18. BIS (2015), “Outstanding OTC Derivatives Positions Dwindle as Compression Gains Further Traction”, BIS Quarterly Review, 6 December, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now
  19. BIS (2017), “Statistical Release: OTC Derivatives Statistics at end-December 2016”, Monetary and Economic Department, 9 May, Bank for International Settlements.
    Paper not yet in RePEc: Add citation now

  20. Blanco, R., S. Brennan and I. Marsh (2005), “An Empirical Analysis of the Dynamic Relationship between Investment Grade Bonds and Credit Default Swaps”, Journal of Finance, 60(5): 2255-2281.

  21. Bodnar, G., G. Hayt, R. Marston and C. Smithson (1995), “Wharton Survey of Derivatives Usage by U.S. NonFinancial Firms”, Financial Management, 24(2): 104-114.
    Paper not yet in RePEc: Add citation now

  22. Boehmer, E., G. Saar and L. Yu (2005), “Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE”, Journal of Finance, 60(2):783-815.

  23. Bohl, M., C. Salm and M. Schuppli (2011), “Price Discovery and Investor Structure in Stock Index Futures”, Journal of Futures Markets, 31(3): 282-306.

  24. Booth, G., R. So. and Y. Tse (1999), “Price Discovery in the German Equity Index Derivatives Markets”, Journal of Futures Markets, 19(6): 619-643.

  25. Braunsteffer, A., C. Guagliano, O. Kenny and J. Mazzacurati (2019), “Use of Credit Default Swaps by UCITS Funds: Evidence from EU Regulatory Data”, ESRB Working Paper, No. 95, June, European Systemic Risk Board.

  26. Brewer, E., B. Minton and J. Moser (2000), “Interest-Rate Derivatives and Bank Lending”, Journal of Banking and Finance, 24(3): 353-379.

  27. Brewer, E., W. Jackson and J. Moser (2001), “The Value of Using Interest Rate Derivatives to Manage Risk of U.S. Banking Organizations”, Economic Perspectives, 25(3): 49-66.

  28. Cao, H. (1999), “The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium”, Review of Financial Studies, 12(1): 131-163.

  29. Capelle-Blancard, G. (2010), “Are Derivatives Dangerous? A Literature Survey”, International Economics, 123(March): 67-90.

  30. CCP12 (2019), “Incentives for Central Clearing and the Evolution of OTC Derivatives”, February, CCP12.
    Paper not yet in RePEc: Add citation now
  31. CCSF (2016), “Environmental Risk Analysis by Financial Institutions: A Review of Global Practice.”, Cambridge Centre for Sustainable Finance, Cambridge Institute for Sustainability Leadership.
    Paper not yet in RePEc: Add citation now
  32. Chance, D. (1995), “An Introduction to Derivatives”, Hancourt College Publishers, London.
    Paper not yet in RePEc: Add citation now
  33. CISL (2016), “Environmental Risk Analysis by Financial Institutions: A Review of Global Practices”, An input paper for the G20 Green Finance Study Group, September, Cambridge Institute of Sustainability Leadership.
    Paper not yet in RePEc: Add citation now

  34. Cominetta, M., M. Grill and A. Jukonis (2019), “Investigating Initial Margin Procyclicality and Corrective Tools Using EMIR Data”, Macroprudential Bulletin, Issue 9, October, European Central Bank.

  35. Culp, C., A. van der Merwe and B. Stärkle (2016), “Single-Name Credit Default Swaps: A Review of the Empirical Academic Literature”, September, International Swaps and Derivatives Association.
    Paper not yet in RePEc: Add citation now
  36. Dallas, L. (2012), “Short-Termism, the Financial Crisis, and Corporate Governance”, Journal of Corporation Law, 37(2): 265-364.
    Paper not yet in RePEc: Add citation now

  37. Damm, A., J. Köberl and F. Prettenthaler (2014), “Does Artificial Snow Production Pay under Future Climate Conditions? – A Case Study for a Vulnerable Ski Area in Austria”, Tourism Management, 43(August): 8-21.

  38. Davies, R., A. Haldane, M. Nielsen and S. Pezzini (2014), “Measuring the Costs of Short-Termism”, Journal of Financial Stability, 12(June): 16-25.

  39. Deloitte (2014), “OTC Derivatives: The New Cost of Trading”, Deloitte.
    Paper not yet in RePEc: Add citation now
  40. DERIVATIVES IN SUSTAINABLE FINANCE | 29 Black, F. (1975), “Fact and Fantasy in the Use of Options”, Financial Analysts Journal, 31(4): 36-72.
    Paper not yet in RePEc: Add citation now
  41. DERIVATIVES IN SUSTAINABLE FINANCE | 31 ESRB (2017), “The Macroprudential Use of Margins and Haircuts”, February, European Systemic Risk Board.
    Paper not yet in RePEc: Add citation now
  42. DERIVATIVES IN SUSTAINABLE FINANCE | 33 Jevons, W. (1884), “Investigations in currency and finance”, Macmillan and Co, London.
    Paper not yet in RePEc: Add citation now
  43. DERIVATIVES IN SUSTAINABLE FINANCE | 35 Spaulding, A., M. Kanakasabai, J. Hao and J. Skees (2003), “Can Weather Derivative Contracts Help Mitigating Agricultural Risk?”, In: Microeconomic Policy Implications for Romania, International Conference on Policy Modeling, Istanbul, July 3–5, 2003.
    Paper not yet in RePEc: Add citation now

  44. Diamond, D. (1984), “Financial Intermediation and Delegated Monitoring”, Review of Economic Studies, 51(3): 394-414.

  45. Dischel, R. (2002), “Introduction to the Weather Market: Dawn to Mid-morning”, in Dischel R. (eds), Climate Risk and the Weather Market, Financial Risk Management with Weather Hedges, London, UK: Risk Books.
    Paper not yet in RePEc: Add citation now
  46. DNB (2019), “Values at Risk? Sustainability Risks and Goals in the Dutch Financial Sector”, De Nederlandsche Bank.
    Paper not yet in RePEc: Add citation now

  47. Donohoe, M. (2015), “Financial Derivatives in Corporate Tax Avoidance: A Conceptual Perspective”, Journal of the American Taxation Association, 37(1): 37-68.

  48. Duffie, D. (2009), “How Should We Regulate Derivatives Markets?”, Briefing Paper, No. 5, The PEW Economic Policy Department.
    Paper not yet in RePEc: Add citation now
  49. Dutton, J. (2002), “Opportunities and Priorities in a New Era for Weather and Climate Services”, Bulletin of the American Meteorological Society, 83(9): 1303-1311.
    Paper not yet in RePEc: Add citation now
  50. Easley, D., M. O’Hara and P. Srinivas (1998), “Option Volume and Stock Prices: Evidence on Where Informed Traders Trade”, Journal of Finance, 53(2): 431-465.
    Paper not yet in RePEc: Add citation now
  51. EBA (2019), “EBA Action Plan on Sustainable Finance”, 6 December, European Banking Authority.
    Paper not yet in RePEc: Add citation now
  52. EC (2017), “Mid-Term Review of the Capital Markets Union Action Plan”, COM(2017) 292 final, 8 June, European Commission.
    Paper not yet in RePEc: Add citation now
  53. EC (2018a), “Action Plan: Financing Sustainable Growth”, COM(2018) 97 final, 8 March, European Commission.
    Paper not yet in RePEc: Add citation now
  54. EC (2018b), “A Modern Budget for a Union that Protects, Empowers and Defends: The Multiannual Financial Framework for 2021-2027”, COM(2018) 321 final, 2 May, European Commission.
    Paper not yet in RePEc: Add citation now

  55. Edwards, A., L. Harris and M. Piwowar (2007), “Corporate Bond Market Transaction Costs and Transparency”, Journal of Finance, 62(3): 1421-1451.

  56. EIB (2016), “Restoring EU Competitiveness: 2016 Updated Version”, 19 January, European Investment Bank.
    Paper not yet in RePEc: Add citation now
  57. EIOPA (2019), “Opinion on Sustainability within Solvency II”, EIOPA-BoS-19/241, 30 September, European Insurance and Occupational Pensions Authority.
    Paper not yet in RePEc: Add citation now
  58. ESMA (2017), “TRV: ESMA Report on Trends, Risks and Vulnerabilities”, No. 2, 6 November, European Securities and Markets Authority.
    Paper not yet in RePEc: Add citation now
  59. ESMA (2019a), “Advice to ESMA: Survey on Undue Short-termism Pressure on Corporations from the Financial Sector”, 15 August, European Securities and Markets Authority.
    Paper not yet in RePEc: Add citation now
  60. ESMA (2019b), “TRV: ESMA Report on Trends, Risks and Vulnerabilities”, No. 2, 10 September, European Securities and Markets Authority.
    Paper not yet in RePEc: Add citation now
  61. ESMA (2019c), “Undue Short-Term Pressure on Corporations”, 18 December, European Securities and Markets Authority.
    Paper not yet in RePEc: Add citation now
  62. ESMA (2020), “Performance and Costs of Retail Investment Products in the EU”, ESMA Annual Statistical Report, 6 April, European Securities and Markets Authority.
    Paper not yet in RePEc: Add citation now

  63. Esposito, L., A. Nobili and T. Ropele (2015), “The Management of Interest Rate Risk During the Crisis: Evidence from Italian Banks”, Journal of Banking and Finance, 59(October): 486-504.

  64. ESRB (2020), “Mitigating the Procyclicality of Margins and Haircuts in Derivatives Markets and Securities Financing Transactions”, Report by ESRB Expert Group on the Macroprudential use of Margins and Haircuts, January, European Systemic Risk Board.
    Paper not yet in RePEc: Add citation now
  65. EUMETSAT (2016), “EUMETSAT Strategy: Challenge 2025”, September 2016, European Organisation for the Exploitation of Meteorological Satellite.
    Paper not yet in RePEc: Add citation now

  66. Finnerty, J., C. Miller and R. Chen (2013), “The Impact of Credit Rating Announcements on Credit Default Swap Spreads”, Journal of Banking and Finance, 37(6): 2011-2030.

  67. Foucault, T., S. Moinas and E. Theissen (2007), “Does Anonymity Matter in Electronic Limit Order Markets?”, Review of Financial Studies, 20(5): 1707-1747.

  68. Friederich, S. and R. Payne (2014), “Trading Anonymity and Order Anticipation”, Journal of Financial Markets, 21(C):1-24.

  69. Froot, K., D. Scharfstein and J. Stein (1993), “Risk Management: Coordinating Corporate Investment and Financing Policies”, Journal of Finance, 48(5): 1629-1658.

  70. FSB (2017), “OTC Derivatives Market Reforms: Twelfth Progress Report on Implementation”, 29 June, Financial Stability Board.
    Paper not yet in RePEc: Add citation now
  71. FSB (2018), “Incentives to Centrally Clear Over-the-counter (OTC) Derivatives: A Post-Implementation Evaluation of the Effects of the G20 Financial Regulatory Reforms – Final Report”, 19 November, Financial Stability Board.
    Paper not yet in RePEc: Add citation now
  72. FSB (2019), “OTC Derivatives Market Reforms: 2019 Progress Report on Implementation”, 15 October, Financial Stability Board.
    Paper not yet in RePEc: Add citation now
  73. FSB (2020), “COVID-19 Pandemic: Financial Stability Implications and Policy Measures Taken”, 15 April, Financial Stability Board.
    Paper not yet in RePEc: Add citation now
  74. Fung, A., M. Graham and D. Weil (2007), “Full Disclosure: The Perils and Promise of Transparency”, Cambridge University Press, London.
    Paper not yet in RePEc: Add citation now
  75. G20 (2016), “Green Finance Synthesis Report”, G20 Green Finance Study Group, 5 September.
    Paper not yet in RePEc: Add citation now
  76. Gallegati, M. and D. Mignacca (1994), “Jevons, Sunspot Theory and Economic Fluctuations”, History of Economic Ideas, 2(2): 23-40.
    Paper not yet in RePEc: Add citation now

  77. Garbade, K. and W. Silber (1983), “Price Movements and Price Discovery in Futures and Cash Markets”, Review of Economics and Statistics, 65(2): 289-297.

  78. Gay, G. and J. Nam (1999), “The Underinvestment Problem and Corporate Derivatives Use”, Financial Management, 27(4): 53-69.
    Paper not yet in RePEc: Add citation now

  79. Gereben, A. (2002), “Extracting Market Expectations from Option Prices: An Application to Over-the-counter New Zealand Dollar Options”, Reserve Bank of New Zealand, Discussion Paper No. 4.

  80. Glasserman, P. and Q. Wu (2018), “Persistence and Procyclicality in Margin Requirements”, Management Science, 64(12): 5461-5959.

  81. Goldstein, M., E. Hotchkiss and E. Sirri (2007), “Transparency and Liquidity: A Controlled Experiment on Corporate Bonds”, Review of Financial Studies, 20(2): 235-273.

  82. Graham, J., C. Harvey and S. Rajgopal (2006), “Value Destruction and Financial Reporting Decisions”, Financial Analysts Journal, 62(6): 27-39.
    Paper not yet in RePEc: Add citation now
  83. Haraguchi, M. and U. Lall (2015), “Flood Risks and Impacts: A Case Study of Thailand’s Floods in 2011 and Research Questions for Supply Chain Decision Making”, International Journal of Disaster Risk Reduction, 14(3): 256-272.
    Paper not yet in RePEc: Add citation now

  84. Hauptfleisch, M., T. Putniņš and B. Lucey (2016), “Who Sets the Price of Gold? London or New York”, Journal of Futures Markets, 36(6): 564-586.

  85. Hawkesby, C. (1999), “A Primer on Derivatives Markets”, Reserve Bank of New Zealand, Bulletin, 62(2): 24-43.
    Paper not yet in RePEc: Add citation now

  86. Heckinger, R., R. Cox and D. Marshall (2016), “Cleared Margin Setting at Selected CCPs”, Economic Perspectives, Vol. 40, No. 4, Federal Reserve Bank of Chicago.

  87. Hee, P. and W. Song (2017), “Factors Affecting Derivatives Use for Life Insurance Companies”, International Journal of Economics and Finance, 9(12): 168-174.

  88. Hendershott, T. and A. Madhavan (2015), “Click or Call? Auction versus Search in the Over-the-counter Market”, Journal of Finance, 70(1): 419-447.

  89. Hess U., K. Richter and A. Stoppa (2002), “Weather Risk Management for Agriculture and Agribusiness in Developing Countries”, in Dischel R. (eds), Climate Risk and the Weather Market, Financial Risk Management with Weather Hedges, London, UK: Risk Books.
    Paper not yet in RePEc: Add citation now

  90. Hirtle, B. (2009), “Credit Derivatives and Bank Credit Supply”, Journal of Financial Intermediation, 18(2): 125150.

  91. Hornbeck, R. (2012), “The Enduring Impact of the American Dust Bowl: Short- and Long-Run Adjustments to Environmental Catastrophe”, American Economic Review, 102(4): 1477-1507.

  92. Hull, J., M. Predescu and A. White (2004), “The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements”, Journal of Banking and Finance, 28(11): 2789-2811.

  93. Infante, L., S. Piermattei, R. Santioni and B. Sorvillo (2018), “Why do Banks use Derivatives: An Analysis of the Italian Banking System”, Occasional Paper, No. 441, Bank of Italy.

  94. ISDA (2019a), “Key Trends in the Size and Composition of OTC Derivatives Markets”, May, International Swaps and Derivatives Association.
    Paper not yet in RePEc: Add citation now
  95. ISDA (2019b), “ISDA Response to the ESMA Survey on Collection of Evidence on Undue Short-Term Pressure from the Financial Sector on Corporations”, July, International Swaps and Derivatives Association.
    Paper not yet in RePEc: Add citation now
  96. ISDA (2020), “ISDA Margin Survey Year-End 2019”, April, International Swaps and Derivatives Association.
    Paper not yet in RePEc: Add citation now

  97. Jarrow, R. (2011), “The Economics of Credit Default Swaps”, Annual Review of Financial Economics, 3(1): 235257.

  98. Jarsulic, M., B. Duke and M. Madowitz (2015), “Long-Termism or Lemons: The Role of Public Policy in Promoting Long-Term Investments”, October, Center for American Progress.
    Paper not yet in RePEc: Add citation now

  99. Jewson, S. and A. Brix (2005), “Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations”, Cambridge University Press, Cambridge.

  100. Jones, T. (2007), “Agricultural Applications of Weather Derivatives”, International Business and Economics Research Journal, 6(6): 53-60.
    Paper not yet in RePEc: Add citation now
  101. JRC (2019), “Development of EU Ecolabel Criteria for Retail Financial Products”, Technical Report 2.0: Draft proposal for the product scope and criteria, December, Joint Research Centre.
    Paper not yet in RePEc: Add citation now

  102. Kavussanos, M., I. Visvikis and P. Alexakis (2008), “The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market”, European Financial Management, 14(5): 1007-1025.

  103. Knott, R. and A. Mills (2002), “Modelling Risk in Central Counterparty Clearing Houses: A Review”, Financial Stability Review, December, Bank of England.
    Paper not yet in RePEc: Add citation now

  104. Koski, J. and J. Pntiff (1999), “How are Derivatives Used? Evidence from the Mutual Fund Industry”, Journal of Finance, 54(2): 791-816.

  105. Kubas, J., E. Sulima and P. Wallis (2017), “Introducing Hedging Instruments in the EBRD Region”, Law in Transition, May, European Bank for Reconstruction and Development.
    Paper not yet in RePEc: Add citation now
  106. Kummer, S. and C. Pauletto (2012), “The History of Derivatives: A Few Milestones”, EFTA Seminar on Regulation of Derivatives Markets, Zurich, May 3.
    Paper not yet in RePEc: Add citation now

  107. Lambert, C., F. Noth and U. Schüwer (2019), “How Do Banks React to Catastrophic Events? Evidence from Hurricane Katrina”, Review of Finance, 23(1): 75-116.

  108. Lannoo, K. (2017), “Derivatives Clearing and Brexit: A comment on the proposed EMIR revisions”, ECMI Policy Brief, No. 25, November, European Capital Markets Institute.

  109. Laverty, K. (1996), “Economic “Short-Termism”: The Debate, the Unresolved Issues, and the Implications for Management Practice and Research” Academy of Management Review, 21(3): 825-860.
    Paper not yet in RePEc: Add citation now

  110. Leland, H. (1998), “Agency Costs, Risk Management, and Capital Structure”, Journal of Finance, 53(4): 12131243.

  111. Levitt, A. (2000), “Renewing the Covenant with Investors”, Speech by SEC Chairman, 10 May.
    Paper not yet in RePEc: Add citation now
  112. Little, R., J. Parslow, G. Fray, Q. Grafton, A. Smith, A. Punt and G. Tuck (2013), “Environmental Derivatives, Risk Analysis, and Conservation Management”, Conservation Letters, 7(3): 196-207.
    Paper not yet in RePEc: Add citation now

  113. Loon, Y. and Z. Zhong (2014), “The Impact of Central Clearing on Counterparty Risk, Liquidity, and Trading: Evidence from the Credit Default Swap Market”, Journal of Financial Economics, 112(1): 91-115.

  114. Malmstadt, J., K. Scheitlin and L. Elsner (2009), “Florida Hurricanes and Damage Costs”, Southern Geography, 49(2): 108-131.
    Paper not yet in RePEc: Add citation now
  115. Mandel, J., J. Donlan and J. Armstrong (2010), “A Derivatives Approach to Endangered Species Conservation”, Frontiers in Ecology and the Environment, 8(1): 44-49.
    Paper not yet in RePEc: Add citation now
  116. Marković, T. and M. Jovanović (2011), “Risk Management in Plant Production with Weather Derivatives”, Contemporary Agriculture, 60(1-2): 1-6.
    Paper not yet in RePEc: Add citation now
  117. Maruyama, A. and F. Cerezetti (2019), “Central Counterparty Anti-Procyclicality Tools: A Closer Assessment”, Journal of Financial Market Infrastructures, 7(4): 1-25.
    Paper not yet in RePEc: Add citation now
  118. Mason, J. (2015), “Understanding Short-Termism: Questions and Consequences”, 6 November, Roosevelt Institute.
    Paper not yet in RePEc: Add citation now
  119. Millo, Y. (2007), “Making Things Deliverable: The Origins of Index-Based Derivatives”, Sociological Review, 55(s2): 196-214.
    Paper not yet in RePEc: Add citation now
  120. Mooij, S. (2017), “The ESG Rating and Ranking Industry: Vice or Virtue in the Adoption of Responsible Investment?”, Journal of Environmental Investing, 8(1): 331-367.
    Paper not yet in RePEc: Add citation now

  121. Murphy, D., M. Vasios and N. Vause (2016), “A Comparative Analysis of Tools to Limit the Procyclicality of Initial Margin Requirements”, Working Paper, No. 597, Bank of England.

  122. NBB (2017), “Report on Derivatives: Submitted to the Minister of Finance of Belgium and the High Level Expert Group on the Future of the Belgian Financial Sector”, December, National Bank of Belgium.
    Paper not yet in RePEc: Add citation now
  123. NGFS (2018), “First Progress Report”, October, Network for Greening the Financial System.
    Paper not yet in RePEc: Add citation now
  124. NGFS (2020), “A Status Report on Financial Institutions’ Experiences from Working with Green, Non-Green and Brown Financial Assets and A Potential Risk Differential”, May, Network for Greening the Financial System.
    Paper not yet in RePEc: Add citation now

  125. Norden, L. and M. Weber (2004), “Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements”, Journal of Banking and Finance, 28(11): 2813-2843.

  126. Nystedt, J. (2004), “Derivative Market Competition: OTC Markets Versus Organised Derivative Exchnages”, IMF Working Paper, WP/04/61, International Monetary Fund.
    Paper not yet in RePEc: Add citation now

  127. Pagano, M. and A. Roell (1996), “Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading”, Journal of Finance, 51(2): 579-611.

  128. Purnanandam, A. (2007), “Interest Rate Derivatives at Commercial Banks: An Empirical Investigation”, Journal of Monetary Economics, 54(6): 1769-1808.

  129. Sampson, R. and Y. Shi (2020), “Are US Firms Becoming More Short-Term Oriented? Evidence of Shifting Firm Time Horizons from Implied Discount Rates, 1980-2013”, Strategic Management Journal, Special Issue, March.
    Paper not yet in RePEc: Add citation now

  130. Saretto, A. and H. Tookes (2013), “Corporate Leverage, Debt Maturity, and Credit Supply: The Role of Credit Default Swaps”, Review of Financial Studies, 26(5): 1190-1247.

  131. Schulte, J. and S. Hallstedt (2017), “Challenges for Integrating Sustainability in Risk Management: Current State of Research”, In Proceedings of the International Conference on Engineering Design (ICED), Vancouver, Canada, 21–25 August 2017; Volume 2, pp. 327–336.
    Paper not yet in RePEc: Add citation now
  132. Shan, S., D. Tang and H. Yan (2014), “Did CDS Make Banks Riskier? The Effects of Credit Default Swaps on Bank Capital and Lending”, Working Paper.
    Paper not yet in RePEc: Add citation now
  133. Shea, G. (2007), “Understanding Financial Derivatives during the South Sea Bubble: The Case of the South Sea Subscription Shares”, Oxford Economic Papers, 59(1): i73-i104.
    Paper not yet in RePEc: Add citation now
  134. Shiu, Y. (2011), “What Motives Insurers to Use Derivatives: Evidence from the United Kingdom Life Insurance Industry”, Geneva Paper on Risk and Insurance – Issues and Practice, 36: 186-196.
    Paper not yet in RePEc: Add citation now
  135. Smith, C. and R. Stulz (1985), “The Determinants of Firms’ Hedging Policies”, Journal of Financial and Quantitative Analysis, 20(4): 391-405.
    Paper not yet in RePEc: Add citation now

  136. Stein, J. (1989), “Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior”, Quarterly Journal of Economics, 104(4): 655-669.

  137. Stulz, R. (2004), “Should We Fear Derivatives?”, Journal of Economic Perspectives, 18(3): 173-192.

  138. Sundaram, R. and S. Das (2011), “Derivatives: Principles and Practice”, McGraw-Hill.
    Paper not yet in RePEc: Add citation now
  139. Tang, C. and S. Jang (2016), “Hedging Weather Risk in Nature-Based Tourism Business: An Example of Ski Resorts”, Journal of Hospitality and Tourism Research, 36(2): 143-163.
    Paper not yet in RePEc: Add citation now

  140. Thomadakis, A. (2018), “Over-the-counter Interest Rate Derivatives: The Clock is Ticking for the UK and the EU”, ECMI Research Report, No. 13, March, European Capital Markets Institute.

  141. Torriani, D., P. Calanca, M. Beniston and J. Fuhrer (2008), “Hedging with Weather Derivatives to Cope with Climate Variability and Change in Grain Maize Production”, Agricultural Finance Review, 68(1): 67-81.

  142. UN (2015), “Transforming our World: The 2030 Agenda for Sustainable Development”, October, United Nations.
    Paper not yet in RePEc: Add citation now
  143. UNGC (2019), “Scaling Finance for the Sustainable Development Goals: Foreign Direct Investment, Financial Intermediation and Public-Private Partnerships”, United Nations Global Compact.
    Paper not yet in RePEc: Add citation now

  144. Vedenov, D. and B. Barnett (2004), “Efficiency of Weather Derivatives as Primary Crop Insurance Instruments”, Journal of Agricultural and Resource Economics, 29(3): 387-403.

  145. Wang, J., J. Svec and M. Peat (2014), “The Information Content of Ratings: An Analysis of Australian Credit Default Swap Spreads”, Journal of Accounting, Finance and Business Studies, 50(1): 56-75.

  146. Weber, E. (2008), “A Short History of Derivative Security Markets”, Discussion Paper, No. 08.10, University of Western Australia.

  147. Yan, B. and E. Zivot (2010), “A Structural Analysis of Price Discovery Measures”, Journal of Financial Markets, 13(1): 1-19.

  148. Zara, C. (2010), “Weather Derivatives in the Wine Industry”, International Journal of Wine Business Research, 22(3): 222-237. 36 | LANNOO & THOMADAKIS
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Assessing the Margin Requirements Impact on the Russian Futures Market Liquidity. (2023). Potapov, Artem I.
    In: Finansovyj žhurnal — Financial Journal.
    RePEc:fru:finjrn:230506:p:94-116.

    Full description at Econpapers || Download paper

  2. Network analysis of the UK reinsurance market. (2023). Smith, Sam ; Ridgill, Philip ; Burnett, Hanna ; Humphry, David ; Austin, Andrea ; Kotlicki, Artur.
    In: Bank of England working papers.
    RePEc:boe:boeewp:1000.

    Full description at Econpapers || Download paper

  3. OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

    Full description at Econpapers || Download paper

  4. Pitfalls of central clearing in the presence of systematic risk. (2019). Pelizzon, Loriana ; Sherman, Mila Getmansky ; Kubitza, Christian.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:235.

    Full description at Econpapers || Download paper

  5. The demand for central clearing: To clear or not to clear, that is the question. (2019). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:193.

    Full description at Econpapers || Download paper

  6. Conflicting Priorities: A Theory of Covenants and Collateral. (2019). Gromb, Denis ; Piacentino, Giorgia ; Donaldson, Jason.
    In: 2019 Meeting Papers.
    RePEc:red:sed019:157.

    Full description at Econpapers || Download paper

  7. Margin requirements and systemic liquidity risk. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Gerding, Enrico H.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:58:y:2019:i:c:p:78-95.

    Full description at Econpapers || Download paper

  8. The pitfalls of central clearing in the presence of systematic risk. (2018). Pelizzon, Loriana ; Getmansky, Mila ; Kubitza, Christian.
    In: ICIR Working Paper Series.
    RePEc:zbw:icirwp:3118.

    Full description at Econpapers || Download paper

  9. Mitigating counterparty risk. (2018). Gündüz, Yalin ; Gunduz, Yalin.
    In: Discussion Papers.
    RePEc:zbw:bubdps:352018.

    Full description at Econpapers || Download paper

  10. OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:18.

    Full description at Econpapers || Download paper

  11. Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201872.

    Full description at Econpapers || Download paper

  12. Transparency and Collateral : Central versus Bilateral Clearing. (2018). Carli, Francesco ; Antinolfi, Gaetano ; Carapella, Francesca.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2018-17.

    Full description at Econpapers || Download paper

  13. Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

    Full description at Econpapers || Download paper

  14. Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets. (2018). Chau, Frankie ; Shi, Shimeng ; Han, Chulwoo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:156-169.

    Full description at Econpapers || Download paper

  15. OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0751.

    Full description at Econpapers || Download paper

  16. Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1181_18.

    Full description at Econpapers || Download paper

  17. Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Feinstein, Zachary ; Banerjee, Tathagata.
    In: Papers.
    RePEc:arx:papers:1805.08544.

    Full description at Econpapers || Download paper

  18. Explaining the Failure of the Expectations Hypothesis with Short-Term Rates. (2017). Ranaldo, Angelo ; Rupprecht, Matthias .
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2016:19.

    Full description at Econpapers || Download paper

  19. The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201762.

    Full description at Econpapers || Download paper

  20. Counterparty risk, central counterparty clearing and aggregate risk. (2017). 邓, 彬斌 ; Deng, Binbin .
    In: Annals of Finance.
    RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0308-x.

    Full description at Econpapers || Download paper

  21. Dealers Insurance, Market Structure, And Liquidity. (2017). Monnet, Cyril ; Carapella, Francesca.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-119.

    Full description at Econpapers || Download paper

  22. Information asymmetry and risk transfer markets. (2017). Thompson, James ; Stephens, Eric.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:32:y:2017:i:c:p:88-99.

    Full description at Econpapers || Download paper

  23. Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536.

    Full description at Econpapers || Download paper

  24. The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

    Full description at Econpapers || Download paper

  25. On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172107.

    Full description at Econpapers || Download paper

  26. A conceptual design of what and how should a proper macro-prudential policy framework be? A globalistic approach to systemic risk and procuring the data needed. (2017). Cakir, Murat .
    In: IFC Bulletins chapters.
    RePEc:bis:bisifc:45-06.

    Full description at Econpapers || Download paper

  27. The Failure of a Clearinghouse:Empirical Evidence. (2017). Bignon, Vincent ; Vuillemey, Guillaume.
    In: Working papers.
    RePEc:bfr:banfra:638.

    Full description at Econpapers || Download paper

  28. The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1128_17.

    Full description at Econpapers || Download paper

  29. Predatory margins and the regulation and supervision of central counterparty clearing houses (CCPs). (2016). Pelizzon, Loriana ; Krahnen, Jan.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:41.

    Full description at Econpapers || Download paper

  30. Systemic risk in clearing houses: Evidence from the European repo market. (2016). thesmar, david ; Derrien, Franois ; Boissel, Charles ; Ors, Evren.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201610.

    Full description at Econpapers || Download paper

  31. A Conceptual Design of “What and How Should a Proper Macro-Prudential Policy Framework Be?” A Globalistic Approach to Systemic Risk and Procuring the Data Needed. (2016). Cakir, Murat.
    In: MPRA Paper.
    RePEc:pra:mprapa:72776.

    Full description at Econpapers || Download paper

  32. Does Dodd-Frank affect OTC transaction costs and liquidity? Evidence from real-time CDS trade reports. (2016). Loon, Yee Cheng ; Zhong, Zhaodong .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:645-672.

    Full description at Econpapers || Download paper

  33. Does central clearing benefit risky dealers?. (2016). Mayordomo, Sergio ; Posch, Peter N.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:91-100.

    Full description at Econpapers || Download paper

  34. OTC derivatives: Impacts of regulatory changes in the non-financial sector. (2016). Araujo, Gustavo ; Leo, Sergio .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:132-149.

    Full description at Econpapers || Download paper

  35. Central bank standing facilities, counterparty risk, and OTC-interbank lending. (2016). Vollmer, Uwe ; Wiese, Harald .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:101-122.

    Full description at Econpapers || Download paper

  36. The Failure of a Clearinghouse: Empirical Evidence. (2016). Bignon, Vincent ; Vuillemey, Guillaume.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11630.

    Full description at Econpapers || Download paper

  37. Banking policy review: over-the-counter swaps — before and after reform. (2015). Slonkosky, Michael.
    In: Business Review.
    RePEc:fip:fedpbr:00027.

    Full description at Econpapers || Download paper

  38. Over-the-counter swaps – before and after reform. (2015). Slonkosky, Michael.
    In: Banking Policy Review.
    RePEc:fip:fedpbp:00001.

    Full description at Econpapers || Download paper

  39. A reconsideration of Minsky’s financial instabilityhypothesis. (2015). Tsomocos, Dimitrios ; Vardoulakis, Alexandros P ; Goodhart, Charles ; Bhattacharya, Sudipto.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:64218.

    Full description at Econpapers || Download paper

  40. Disentangling the bond–CDS nexus: A stress test model of the CDS market. (2015). Peltonen, Tuomas ; Vuillemey, Guillaume.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:49:y:2015:i:c:p:32-45.

    Full description at Econpapers || Download paper

  41. The impact of CCPs margin policies on repo markets. (2015). Picillo, Cristina ; Pietrunti, Mario ; Miglietta, Arianna.
    In: BIS Working Papers.
    RePEc:bis:biswps:515.

    Full description at Econpapers || Download paper

  42. The impact of CCPs� margin policies on Repo markets. (2015). Picillo, Cristina ; Pietrunti, Mario ; Miglietta, Arianna.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1028_15.

    Full description at Econpapers || Download paper

  43. OTC Derivatives: Impacts of Regulatory Changes in the Non-Financial Sector. (2015). Araujo, Gustavo ; Leo, Sergio .
    In: Working Papers Series.
    RePEc:bcb:wpaper:379.

    Full description at Econpapers || Download paper

  44. Banks’ Loan Screening Incentives with Credit Risk Transfer: An Alternative to Risk Retention. (2014). Arnold, Marc.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:02.

    Full description at Econpapers || Download paper

  45. Clearing, transparency, and collateral. (2014). Carli, Francesco ; Antinolfi, Gaetano ; Carapella, Francesca.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1090.

    Full description at Econpapers || Download paper

  46. Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G..
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000040.

    Full description at Econpapers || Download paper

  47. Counterparty Risk and the Establishment of the New York Stock Exchange Clearinghouse. (2014). Weidenmier, Marc ; Bernstein, Asaf ; Hughson, Eric.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20459.

    Full description at Econpapers || Download paper

  48. CDS as insurance: Leaky lifeboats in stormy seas. (2014). Thompson, James ; Stephens, Eric.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:23:y:2014:i:3:p:279-299.

    Full description at Econpapers || Download paper

  49. Introduction to financial economics. (2014). Vives, Xavier ; Vayanos, Dimitri ; Allen, Franklin.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:149:y:2014:i:c:p:1-14.

    Full description at Econpapers || Download paper

  50. The network structure of the CDS market and its determinants. (2014). Vuillemey, Guillaume ; Peltonen, Tuomas ; Scheicher, Martin.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:13:y:2014:i:c:p:118-133.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 14:26:47 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.