Jie Cheng j.cheng@keele.ac.uk
How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Cheng, Jie; Hong, Yi; Tao, Juan
Authors
Yi Hong
Juan Tao
Citation
Cheng, J., Hong, Y., & Tao, J. (2016). How do risk attitudes of clearing firms matter for managing default exposure in futures markets?. European Journal of Finance, 22(10), 909-940. https://doi.org/10.1080/1351847x.2015.1041148
| Journal Article Type | Article |
|---|---|
| Online Publication Date | May 14, 2015 |
| Publication Date | Aug 8, 2016 |
| Deposit Date | Jun 14, 2023 |
| Journal | The European Journal of Finance |
| Print ISSN | 1351-847X |
| Electronic ISSN | 1466-4364 |
| Publisher | Routledge |
| Peer Reviewed | Peer Reviewed |
| Volume | 22 |
| Issue | 10 |
| Pages | 909-940 |
| DOI | https://doi.org/10.1080/1351847x.2015.1041148 |
| Keywords | Economics, Econometrics and Finance (miscellaneous) |
| Additional Information | Peer Review Statement: The publishing and review policy for this title is described in its Aims & Scope.; Aim & Scope: http://www.tandfonline.com/action/journalInformation?show=aimsScope&journalCode=rejf20 |
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