Market structures and systemic risks of exchange-traded funds
Download full text from publisher
References listed on IDEAS
- Naohiko Baba & Robert N McCauley & Srichander Ramaswamy, 2009. "US dollar money market funds and non-US banks," BIS Quarterly Review, Bank for International Settlements, March.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- The World of ETFs
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-08-01 16:56:32
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Shank, Corey A. & Vianna, Andre C., 2016. "Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach," Research in International Business and Finance, Elsevier, vol. 38(C), pages 430-438.
- Adam Marszk & Ewa Lechman & Harleen Kaur, 2017.
"Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds,"
Equilibrium. Quarterly Journal of Economics and Economic Policy,
Institute of Economic Research, vol. 12(1), pages 83-100, March.
- Adam Marszk & Ewa Lechman & Harleen Kaur, 2016. "Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds," GUT FME Working Paper Series A 34, Faculty of Management and Economics, Gdansk University of Technology.
- Martin Lettau & Ananth Madhavan, 2018. "Exchange-Traded Funds 101 for Economists," Journal of Economic Perspectives, American Economic Association, vol. 32(1), pages 135-154, Winter.
- Lopez, Claude & Markwardt, Donald & Savard, Keith, 2016. "The Asset Management Industry and Systemic Risk: Is There a Connection?," MPRA Paper 72266, University Library of Munich, Germany.
- Cheng, Si & Massa, Massimo & Zhang, Hong, 2017. "The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs," CEPR Discussion Papers 11988, C.E.P.R. Discussion Papers.
- Marszk, Adam & Lechman, Ewa, 2018.
"Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea,"
Technological Forecasting and Social Change,
Elsevier, vol. 133(C), pages 51-71.
- Adam Marszk & Ewa Lechman, 2016. "Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea," GUT FME Working Paper Series A 32, Faculty of Management and Economics, Gdansk University of Technology.
- Lechman, Ewa & Marszk, Adam, 2015.
"ICT technologies and financial innovations: The case of exchange traded funds in Brazil, Japan, Mexico, South Korea and the United States,"
Technological Forecasting and Social Change,
Elsevier, vol. 99(C), pages 355-376.
- Lechman, Ewa & Marszk, Adam, 2014. "ICT technologies and financial innovations: the case of Exchange Traded Funds in Brazil, Japan, Mexico, South Korea and the United States," MPRA Paper 60654, University Library of Munich, Germany.
- Kim, Jinbeom & Leung, Tim, 2016.
"Pricing derivatives with counterparty risk and collateralization: A fixed point approach,"
European Journal of Operational Research,
Elsevier, vol. 249(2), pages 525-539.
- Jinbeom Kim & Tim Leung, 2015. "Pricing Derivatives with Counterparty Risk and Collateralization: A Fixed Point Approach," Papers 1501.06221, arXiv.org.
- Grosche, Stephanie, 2012. "Limitations of Granger Causality Analysis to assess the price effects from the financialization of agricultural commodity markets under bounded rationality," Discussion Papers 121868, University of Bonn, Institute for Food and Resource Economics.
- Szabolcs Szikszai & Tamas Badics, 2014. "Enhanced Funds Seeking Higher Returns," Working papers wpaper43, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- repec:spr:rvmgts:v:12:y:2018:i:1:d:10.1007_s11846-016-0221-0 is not listed on IDEAS
- Adam Marszk, 2016. "Impact of Innovative Financial Products on Financial Systems: Exchange Traded Products and the Polish Financial System," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 14, pages 114-132, June.
- Bank for International Settlements, 2016. "Regulatory change and monetary policy," CGFS Papers, Bank for International Settlements, number 55.
- repec:oup:revfin:v:21:y:2017:i:3:p:1217-1250. is not listed on IDEAS
- repec:bla:eufman:v:20:y:2014:i:5:p:958-994 is not listed on IDEAS
- Chacko, George & Das, Sanjiv & Fan, Rong, 2016. "An index-based measure of liquidity," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 162-178.
More about this item
KeywordsMutual funds; total return swaps; securities lending; systemic risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:biswps:343. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl). General contact details of provider: http://edirc.repec.org/data/bisssch.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.