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The counterparty risk exposure of ETF investors

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03579305
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Submitted on : Friday, February 18, 2022 - 8:57:50 AM
Last modification on : Tuesday, April 26, 2022 - 10:12:03 AM

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Christophe Hurlin, Grégoire Iseli, Christophe Pérignon, Stanley Yeung. The counterparty risk exposure of ETF investors. Journal of Banking and Finance, Elsevier, 2019, 102, pp.215-230. ⟨10.1016/j.jbankfin.2019.03.014⟩. ⟨hal-03579305⟩

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