Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data

Christophe Perignon; R. Jones

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Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data

(1) ,

1

Christophe Perignon

Function : Author

Groupement de Recherche et d'Etudes en Gestion à HEC

R. Jones

Function : Author

Keywords

Derivatives Exchanges Default Risk Clearing-House Data

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Humanities and Social Sciences Business administration

Antoine Haldemann : Connect in order to contact the contributor

https://hal-hec.archives-ouvertes.fr/hal-00495589

Submitted on : Monday, June 28, 2010-11:12:50 AM

Last modification on : Friday, March 24, 2023-2:52:53 PM

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hal-00495589 , version 1 (28-06-2010)

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HAL Id : hal-00495589 , version 1

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Christophe Perignon, R. Jones. Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data. Bank for International Settlements, May 2009, Bâle, Switzerland. ⟨hal-00495589⟩

Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data

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