Optimal clearing arrangements for financial trades
| Data(s) |
2012
|
|---|---|
| Formato |
application/pdf |
| Identificador |
http://boris.unibe.ch/50118/1/1-s2.0-S0304405X11001917-main.pdf Koeppl, Thorsten; Monnet, Cyril; Temzelides, Ted (2012). Optimal clearing arrangements for financial trades. Journal of Financial Economics, 103(1), pp. 189-203. North-Holland 10.1016/j.jfineco.2011.08.008 <http://dx.doi.org/10.1016/j.jfineco.2011.08.008> doi:10.7892/boris.50118 info:doi:10.1016/j.jfineco.2011.08.008 urn:issn:0304-405X |
| Idioma(s) |
eng |
| Publicador |
North-Holland |
| Relação |
http://boris.unibe.ch/50118/ |
| Direitos |
info:eu-repo/semantics/restrictedAccess |
| Fonte |
Koeppl, Thorsten; Monnet, Cyril; Temzelides, Ted (2012). Optimal clearing arrangements for financial trades. Journal of Financial Economics, 103(1), pp. 189-203. North-Holland 10.1016/j.jfineco.2011.08.008 <http://dx.doi.org/10.1016/j.jfineco.2011.08.008> |
| Palavras-Chave | #330 Economics |
| Tipo |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion PeerReviewed |
