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How do risk attitudes of clearing firms matter for managing default exposure in futures markets?
Jie Cheng,
Yi Hong
*
,
Juan Tao
*
Corresponding author for this work
School of Mathematics and Physics
Department of Financial and Actuarial Mathematics
Department of Finance
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Article
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peer-review
4
Citations (Scopus)
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Social Sciences
Risk
100%
Attitudes
100%
Measure
57%
Prices
57%
Instruments
57%
Distribution
28%
Interaction
14%
Markets
14%
Value at Risk
14%
Value Theory
14%
Effectiveness
14%
Economics, Econometrics and Finance
Price
100%
Future Market
100%
Risk Attitude
100%
Value Theory
25%
Economics
25%
Extreme Value
25%
Capital Requirements
25%