Carsten Murawski

University of Melbourne - Department of Finance

Brain, Mind & Markets Lab

Parkville, Victoria 3010

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

12

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Rank 22,896

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Top 22,896

in Total Papers Downloads

2,350

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (12)

1.

The Impact of Clearing on the Credit Risk of a Derivatives Portfolio

National Centre of Competence Research, FINRISK Working Paper No. 14
Number of pages: 34 Posted: 15 Nov 2002
Carsten Murawski
University of Melbourne - Department of Finance
Downloads 432 (74,917)

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Derivative contracts, default risk, portfolio credit risk, cost of credit risk, clearing, central counterparty

2.
Downloads 423 ( 76,789)
Citation 2

Margining and the Stability of the Banking Sector

Swiss Finance Institute Research Paper No. 08-43
Number of pages: 53 Posted: 09 Dec 2008 Last Revised: 03 Jan 2011
Rajna Gibson and Carsten Murawski
European Corporate Governance Institute (ECGI) and University of Melbourne - Department of Finance
Downloads 307 (110,014)

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Derivative Securities, Default Risk, Collateral, Margining, Systemic Risk

The Price of Protection: Derivatives, Default Risk, and Margining

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 57 Posted: 26 Aug 2007 Last Revised: 25 Oct 2008
Rajna Gibson and Carsten Murawski
European Corporate Governance Institute (ECGI) and University of Melbourne - Department of Finance
Downloads 116 (267,279)
Citation 2

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derivative securities, default risk, collateral, margining, systemic risk

3.

On the Forward-Futures Spread and Default Risk

Number of pages: 39 Posted: 25 May 2003
Carsten Murawski
University of Melbourne - Department of Finance
Downloads 382 (86,480)
Citation 1

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Forward contracts, futures contracts, forward-futures spread, term structure of interest rates, default risk

4.

Default Risk Mitigation Mechanisms in Derivatives Markets

Number of pages: 8 Posted: 06 Oct 2008
Rajna Gibson and Carsten Murawski
European Corporate Governance Institute (ECGI) and University of Melbourne - Department of Finance
Downloads 355 (94,127)

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Derivative securities, default risk, collateral, margining, central counterparty

5.

The Efficient Markets Hypothesis Does Not Hold When Securities Valuation Is Computationally Hard

Number of pages: 48 Posted: 02 Mar 2017
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 329 (102,513)

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Efficient Markets Hypothesis, Computational Complexity, Financial Markets, Grossman-Stiglitz Paradox, Hirshleifer Effect, Intellectual Discovery, Patents, Prediction Markets

6.

Measuring Adequacy of Retirement Savings

Melbourne Institute Working Paper No. 5/14
Number of pages: 44 Posted: 01 Apr 2014
Willis Towers Watson, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Willis Towers Watson
Downloads 201 (168,929)
Citation 2

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Retirement savings, financial literacy, life-cycle consumption and savings, household finance

7.

What Do Earnings Announcements Tell Us about Investor Learning in Financial Markets?

Number of pages: 43 Posted: 22 Dec 2012
Stefan Menssink and Carsten Murawski
University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 78 (344,067)

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Asset pricing, earnings announcements, learning, behavioural finance

8.

Computational Complexity and Asset Pricing

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 47 Posted: 29 Oct 2019 Last Revised: 08 Apr 2020
University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 58 (402,436)
Citation 2

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Computational Complexity, Financial Markets, Market Design, Dissemination of Knowledge, Oracles

9.

Margining in Derivatives Markets and the Stability of the Banking Sector

Number of pages: 73 Posted: 21 Feb 2011
Rajna Gibson and Carsten Murawski
European Corporate Governance Institute (ECGI) and University of Melbourne - Department of Finance
Downloads 58 (402,436)
Citation 1

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Derivative Securities, Default Risk, Collateral, Margining, Systemic Risk

10.

Surveying the Use of Pharmaceutical Cognitive Enhancers in the Australian Financial Services Industry

Number of pages: 24 Posted: 23 Sep 2020
University of Melbourne - Department of Finance, University of Melbourne, Department of Finance, Students, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 31 (512,942)

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Nootropics, Workplace, Cognitive Enhancers, Survey, Finance

11.

Measuring the Adequacy of Retirement Savings

Review of Income and Wealth, Vol. 64, Issue 4, pp. 900-927, 2018
Number of pages: 28 Posted: 16 Nov 2018
Willis Towers Watson, University of Melbourne - Department of Finance, University of Melbourne - Department of Finance, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and Willis Towers Watson
Downloads 3 (699,165)
Citation 2
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retirement savings, financial literacy, life‚Äźcycle consumption and savings, household finance

12.

Default Risk Mitigation in Derivatives Markets and its Effectiveness

EFA 2006 Zurich Meetings Paper
Posted: 09 Jun 2006
Carsten Murawski and Rajna Gibson
University of Melbourne - Department of Finance and European Corporate Governance Institute (ECGI)

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Derivative securities, over-the-counter markets, default risk, systemic risk, central counterparty