Publications

Filtered Results: 3 found

Jan 2024
Journal
Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market
in Journal of Economic Dynamics and Control
Susanna Saroyan
Jul 2023
Working Paper
EURAXI: A Benchmark for Euro Credit Spreads
Susanna Saroyan, Rama Cont
Dec 2022
INET Working Paper
No.2022-28 - Counterparty choice, maturity shifts and market freezes: lessons from the e-MID interbank market
Susanna Saroyan