Michalis Vasios
Names
| first: |
Michalis |
| last: |
Vasios |
Identifer
Contact
Affiliations
-
European Union
/ European Securities and Markets Authority (ESMA)
Research profile
author of:
- Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging (RePEc:bis:bisifc:43-23)
by Olga Cielinska & Andreas Joseph & Ujwal Shreyas & John Tanner & Michalis Vasios - The cost of clearing fragmentation (RePEc:bis:biswps:826)
by Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios - Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act (RePEc:boe:boeewp:0580)
by Benos, Evangelos & Payne, Richard & Vasios, Michalis - A comparative analysis of tools to limit the procyclicality of initial margin requirements (RePEc:boe:boeewp:0597)
by Murphy, David & Vasios, Michalis & Vause, Nicholas - Identifying contagion in a banking network (RePEc:boe:boeewp:0642)
by Morrison, Alan & Vasios, Michalis & Wilson, Mungo & Zikes, Filip - OTC premia (RePEc:boe:boeewp:0751)
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis - The cost of clearing fragmentation (RePEc:boe:boeewp:0800)
by Benos, Evangelos & Huang, Wenqian & Menkveld, Albert & Vasios, Michalis - Regulatory effects on short-term interest rates (RePEc:boe:boeewp:0801)
by Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis - OTC microstructure in a period of stress: a multi‑layered network approach (RePEc:boe:boeewp:0832)
by Joseph, Andreas & Vasios, Michalis & Maizels, Olga & Shreyas, Ujwal & Tanner, John - Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models (RePEc:boe:finsta:0029)
by Murphy, David & Vasios, Michalis & Vause, Nick - Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging (RePEc:boe:finsta:0041)
by Cielinska, Olga & Joseph, Andreas & Shreyas, Ujwal & Tanner, John & Vasios, Michalis - Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act (RePEc:cup:jfinqa:v:55:y:2020:i:1:p:159-192_5)
by Benos, Evangelos & Payne, Richard & Vasios, Michalis - Sell-side analysts’ career concerns during banking stresses (RePEc:eee:jbfina:v:49:y:2014:i:c:p:424-441)
by Nolte, Ingmar & Nolte, Sandra & Vasios, Michalis - OTC premia (RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105)
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis - Identifying Contagion in a Banking Network (RePEc:fip:fedgfe:2017-82)
by Alan Morrison & Michalis Vasios & Mungo Wilson & Filip Zikes - Profiting from Mimicking Strategies in Non-Anonymous Markets (RePEc:pra:mprapa:61710)
by Vasios, Michalis & Payne, Richard & Nolte, Ingmar - OTC Premia (RePEc:usg:sfwpfi:2018:18)
by Gino Cenedese & Angelo Ranaldo & Michalis Vasios