Auflistung nach Autor "Scheicher, Martin"
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The Anatomy of the Euro Area Interest Rate Swap Market
Fontana, Silvia Dalla; Holz auf der Heide, Marco; Pelizzon, Loriana; Scheicher, Martin (2019-06-01)"Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the ...