Karamfil Todorov

London School of Economics & Political Science, Department of Finance

PhD Candidate in Finance

London

Great Britain

http://ktodorov.com

SCHOLARLY PAPERS

3

DOWNLOADS

243

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Quantify the Quantitative Easing: Impact on Bonds and Corporate Debt Issuance

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 47 Posted: 29 Mar 2018 Last Revised: 21 Apr 2019
Karamfil Todorov
London School of Economics & Political Science, Department of Finance
Downloads 199 (156,260)
Citation 1

Abstract:

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Quantitative easing (QE), Corporate Sector Purchase Programme, European Central Bank, bond market, corporate debt issuance

2.

What Drives Repo Haircuts? Evidence from the UK Market

Number of pages: 50 Posted: 22 Aug 2019
London School of Economics & Political Science (LSE) - Department of Finance, Bank of England, Pacific Investment Management Company (PIMCO), London School of Economics & Political Science, Department of Finance and London School of Economics & Political Science (LSE) - Department of Finance
Downloads 43 (422,754)

Abstract:

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repurchase agreement, systemic risk, repo market, margin, haircut, network analysis

3.

Passive Funds Actively Affect Prices: Evidence from the Largest ETF Markets

Number of pages: 101
Karamfil Todorov
London School of Economics & Political Science, Department of Finance
Downloads 1

Abstract:

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ETF, passive investing, commoditization, VIX, price impact, leverage