Duc Thi Luu

University of Kiel- Faculty of Economics and Social Sciences

Lecturer

Olshausenstr. 40

D-24118 Kiel, Schleswig-Holstein 24118

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

151

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects

SCIENCES PO OFCE WORKING PAPER n° 07, 2018/01/31
Number of pages: 39 Posted: 23 Feb 2018
University of Kiel- Faculty of Economics and Social Sciences, Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG), University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 120 (278,118)
Citation 5

Abstract:

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Rehypothecation, Collateral, Repo Contracts, Networks, Liquidity, Collateral- Hoarding Effects, Systemic Risk.

2.

Portfolio Correlations in the Bank-Firm Credit Market of Japan

Number of pages: 54 Posted: 16 Nov 2018 Last Revised: 10 Feb 2019
Duc Thi Luu
University of Kiel- Faculty of Economics and Social Sciences
Downloads 31 (546,827)

Abstract:

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Bank Lending, Portfolio Correlations, Systemic Risk, Random Matrix Theory, Principal Component Analysis, Correlation-Based Filtered Networks