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Jump to: 2012 | 2016 | 2017 | 2021
Number of items: 4.

2012

Biais, Bruno, Heider, Florian and Hoerova, Marie (2012) Clearing, counterparty risk and aggregate risk. IMF Economic Review (n°60). pp. 193-222.

2016

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.

2017

Biais, Bruno, Heider, Florian and Hoerova, Marie (2017) Optimal margins and equilibrium prices. TSE Working Paper, n. 17-819, Toulouse

2021

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.

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