Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior
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- Kuan, Chung-Ming & Yeh, Jin-Huei & Hsu, Yu-Chin, 2009. "Assessing value at risk with CARE, the Conditional Autoregressive Expectile models," Journal of Econometrics, Elsevier, vol. 150(2), pages 261-270, June.
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- Broussard, John Paul, 2001. "Extreme-value and margin setting with and without price limits," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(3), pages 365-385.
- Moser, James T, 1998. "Contracting Innovations and the Evolution of Exchange Clearinghouses," MPRA Paper 35202, University Library of Munich, Germany.
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KeywordsEnvironmental Economics&Policies; Banks&Banking Reform; International Terrorism&Counterterrorism; Economic Theory&Research; Insurance&Risk Mitigation;
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