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Measuring Margin

In: Risk Topography: Systemic Risk and Macro Modeling

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  • Robert L. McDonald

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  • Robert L. McDonald, 2012. "Measuring Margin," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 65-82, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:12510
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    References listed on IDEAS

    as
    1. Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2017. "Measuring Systemic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 2-47.
    2. Markus K. Brunnermeier & Lasse Heje Pedersen, 2009. "Market Liquidity and Funding Liquidity," The Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2201-2238, June.
    3. Acharya, V. V., 2013. "A transparency standard for derivatives," Financial Stability Review, Banque de France, issue 17, pages 81-89, April.
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    More about this item

    JEL classification:

    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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