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Replication Code for: "Loss Sharing in Central Clearinghouses: Winners and Losers"

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NIAID Data Ecosystem2026-05-01 收录
下载链接:
https://doi.org/10.7910/DVN/ZSZWDX
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资源简介:
This Matlab code replicates the figures from the paper "Loss Sharing in Central Clearinghouses: Winners and Losers" by Kubitza, Pelizzon and Getmansky Sherman (2023), Review of Asset Pricing Studies.
创建时间:
2023-12-20
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