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An equilibrium model for the OTC derivatives market with a collateral agreement. (2016). Takino, Kazuhiro .
In: Journal of Commodity Markets.
RePEc:eee:jocoma:v:4:y:2016:i:1:p:41-55.

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  1. Are banks risk-averse or risk-neutral investors?. (2023). Ishinagi, Yoshikazu ; Takino, Kazuhiro.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000060.

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  2. The impact of non-cash collateralization on the over-the-counter derivatives markets. (2022). Takino, Kazuhiro.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:25:y:2022:i:2:d:10.1007_s11147-021-09184-6.

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References

References cited by this document

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  5. An equilibrium model for the OTC derivatives market with a collateral agreement. (2016). Takino, Kazuhiro .
    In: Journal of Commodity Markets.
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  58. ELECTRICITY FORWARD PRICES: A High-Frequency Empirical Analysis. (2002). Wang, Ashley ; Longstaff, Francis A.
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