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Publications by KAZUHIRO TAKINO

An Equilibrium Model for an Otc Derivative Market Under a Counterparty Risk Constraint

Journal of Financial Management, Markets and Institutions

English

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Managing Counterparty Risk in OTC Markets

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The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives

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Financial Intermediation Chains in an OTC Market

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A Capital Market in an Equilibrium Business Cycle Model

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An Equilibrium Asset Pricing Model With Labor Market Search

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Risk, Speculation, and OTC Derivatives: An Inaugural Essay for Convivium

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How Swap Execution Facilities Will Reshape the OTC Derivative Swap Market

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Pareto Optimality and Equilibrium in an Insurance Market

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Market Liquidity Risk - An Overview

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