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Publications by Izzy Nelken

The ‘HedgeRepo’ Concept: Using Credit Derivatives as Repo Collateral

Derivatives Use, Trading & Regulation

English

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Deriving the Dependence Structure of Portfolio Credit Derivatives Using Evolutionary Algorithms

SSRN Electronic Journal

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Collateral, Rationing, and Government Intervention in Credit Markets

English

Collateral, Rationing and Government Intervention in Credit Markets

English

The Oxford Handbook of Credit Derivatives

English

Taxation of Credit Derivatives

SSRN Electronic Journal

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Managing Credit Risk With Credit and Macro Derivatives

Schmalenbach Business Review

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Credit Derivatives as a Commitment Device: Evidence From the Cost of Corporate Debt

Journal of Banking and Finance

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Using Commodities as Collateral for Finance (Commodity-Backed Finance)

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Liquidity in the Repo Market

Journal of International Money and Finance

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