Citations for "Clearing and Settlement during the Crash"
by Bernanke, Ben S
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- Koeppl, Thorsten & Monnet, Cyril & Temzelides, Ted, 2012.
"Optimal clearing arrangements for financial trades,"
Journal of Financial Economics,
Elsevier, vol. 103(1), pages 189-203.
- 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.
- 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).
- Marie-Noëlle Calès & Laurent Granier & Nadège Marchand, 2012.
"Competition between clearing houses on the European market,"
1206, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
- Scott Freeman, 2002.
"Payments and Output,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 5(3), pages 602-617, July.
- 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.
- James McAndrews & William Roberds, 1999.
"Payment intermediation and the origins of banking,"
85, Federal Reserve Bank of New York.
- Yaron Leitner, 2009.
"Inducing agents to report hidden trades: a theory of an intermediary,"
09-10, Federal Reserve Bank of Philadelphia.
- Christina D. Romer, 1999.
"Changes in Business Cycles: Evidence and Explanations,"
NBER Working Papers
6948, 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.
- T. Santos & J. Scheinkman, 2000.
"Competition Among Exchanges,"
Princeton Economic Theory Papers
00s12, Economics Department, Princeton University.
- Leonardo Bartolini & Spence Hilton & James McAndrews, 2008.
"Settlement delays in the money market,"
319, Federal Reserve Bank of New York.
- 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.
- repec:fip:fedhep:y:2013:i:qii:p:30-46:n:vol.37no.2 is not listed on IDEAS
- Charles M. Kahn & William Roberds, .
"Payment System Settlement and Bank Incentives,"
Center for Financial Institutions Working Papers
97-32, Wharton School Center for Financial Institutions, University of Pennsylvania.
- John Kambhu, 1997.
"Interest rate options dealers' hedging in the US dollar fixed income market,"
9719, 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.
- de Bandt, Olivier & Hartmann, Philipp, 2000.
"Systemic Risk: A Survey,"
CEPR Discussion Papers
2634, C.E.P.R. Discussion Papers.
- 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.
- Jeffrey M. Lacker, 2003.
"Payment system disruptions and the Federal Reserve following September 11, 2001,"
03-16, Federal Reserve Bank of Richmond.
- 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.
- 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.