Article
Biais, Bruno, Heider, Florian
and Hoerova, Marie
(2021)
Variation margins, fire-sales and information-constrained optimality.
Review of Economic Studies, vol. 88 (n° 6).
pp. 2654-2686.
Biais, Bruno, Heider, Florian
and Hoerova, Marie
(2016)
Risk-sharing or risk-taking? Counterparty-risk, incentives and margins.
Journal of Finance, 71 (4).
pp. 1669-1698.
Biais, Bruno, Heider, Florian
and Hoerova, Marie
(2012)
Clearing, counterparty risk and aggregate risk.
IMF Economic Review (n°60).
pp. 193-222.
Monograph
Biais, Bruno, Heider, Florian
and Hoerova, Marie
(2017)
Optimal margins and equilibrium prices.
TSE Working Paper, n. 17-819, Toulouse