Citations for "Clearing and Settlement during the Crash"
by Bernanke, Ben S
For a complete description of this item, click here
. For a RSS feed for citations of this item, click here
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- Jeffrey M. Lacker, 2003.
"Payment system disruptions and the Federal Reserve following September 11, 2001,"
03-16, Federal Reserve Bank of Richmond.
- John E. Kambhu, 1998.
"Dealers' hedging of interest rate options in the U.S. dollar fixed-income market,"
Economic Policy Review,
Federal Reserve Bank of New York, issue Jun, pages 35-58.
- Charles M. Kahn & William Roberds, 1997.
"Payment system settlement and bank incentives,"
537, Federal Reserve Bank of Chicago.
- Hancock, Diana & Humphrey, David B., 1997.
"Payment transactions, instruments, and systems: A survey,"
Journal of Banking & Finance,
Elsevier, vol. 21(11-12), pages 1573-1624, December.
- Yaron Leitner, 2009.
"Inducing agents to report hidden trades: a theory of an intermediary,"
09-10, Federal Reserve Bank of Philadelphia.
- Thorsten Koeppl & Cyril Monnet & Ted Temzelides, 2009.
"Optimal Clearing Arrangements for Financial Trades,"
1222, Queen's University, Department of Economics.
- Christina D. Romer, 1999.
"Changes in Business Cycles: Evidence and Explanations,"
NBER Working Papers
6948, National Bureau of Economic Research, Inc.
- Eugene N. White, 2007.
"The Crash of 1882, Counterparty Risk, and the Bailout of the Paris Bourse,"
NBER Working Papers
12933, National Bureau of Economic Research, Inc.
- Peter Gomber & Peter Rohr & Uwe Schweickert, 2008.
"Sports betting as a new asset class—current market organization and options for development,"
Financial Markets and Portfolio Management,
Springer, vol. 22(2), pages 169-192, June.
- Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2014.
- repec:fip:fedhep:y:2013:i:qii:p:30-46:n:vol.37no.2 is not listed on IDEAS
- Tano Santos & Joséa. Scheinkman, 2001.
"Competition Among Exchanges,"
The Quarterly Journal of Economics,
MIT Press, vol. 116(3), pages 1027-1061, August.
- David Bates & Roger Craine, 1998.
"Valuing the Futures Market Clearinghouse's Default Exposure During the 1987 Crash,"
NBER Working Papers
6505, National Bureau of Economic Research, Inc.
- Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2012.
"Competition between clearing houses on the European market,"
- Leonardo Bartolini & Spence Hilton & James McAndrews, 2008.
"Settlement delays in the money market,"
319, Federal Reserve Bank of New York.
- Albert J. Menkveld & Emiliano Pagnotta & Marius A. Zoican, 2013.
"Central Clearing and Asset Prices,"
Tinbergen Institute Discussion Papers
13-181/IV/DSF67, Tinbergen Institute.
- John Kambhu, 1997.
"Interest rate options dealers' hedging in the US dollar fixed income market,"
9719, Federal Reserve Bank of New York.
- James McAndrews & William Roberds, 1999.
"Payment intermediation and the origins of banking,"
99-11, Federal Reserve Bank of Atlanta.
- David Marshall & Robert Steigerwald, 2013.
"The role of time-critical liquidity in financial markets,"
Federal Reserve Bank of Chicago, issue Q II, pages 30-46.
- Randall S. Kroszner, 2000.
"The supply of and demand for financial regulation : public and private competition around the globe : commentary,"
Proceedings - Economic Policy Symposium - Jackson Hole,
Federal Reserve Bank of Kansas City, pages 137-149.
- Scott Freeman, 2002.
"Payments and Output,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 602-617, July.
- Shi, Wei & Irwin, Scott H., 2006.
"What Happens when Peter can't Pay Paul: Risk Management at Futures Exchange Clearinghouses,"
2006 Annual meeting, July 23-26, Long Beach, CA
21087, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2014.
"Central clearing and collateral demand,"
Working Paper Series
1638, European Central Bank.