The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization,
Marc Chan and Simon Sai Man Kwok,
from University of Sydney, School of Economics
(2015)
Keywords: Abatement; Cap and Trade; Emission Markets; Environmental Policy; Emission Taxes; Permit Trading
The impact of CCPs' margin policies on repo markets,
Arianna Miglietta, Cristina Picillo and Mario Pietrunti,
from Bank for International Settlements
(2015)
Keywords: repurchase agreements, central clearing counterparties, margin policies
Can a Financial Transaction Tax Prevent Stock Price Booms?,
Klaus Adam, Albert Marcet, Sebastian Merkel and Johannes Beutel,
from Barcelona School of Economics
(2015)
Keywords: financial transactions tax, Tobin tax, asset price booms
Modeling financial sector joint tail risk in the euro area,
Andre Lucas, Bernd Schwaab and Xin Zhang,
from Sveriges Riksbank (Central Bank of Sweden)
(2015)
Keywords: dynamic equicorrelation; generalized hyperbolic distribution; law of large numbers; large portfolio approximation