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

13

DOWNLOADS
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Top 29,181

in Total Papers Downloads

3,244

SSRN CITATIONS
Rank 45,087

SSRN RANKINGS

Top 45,087

in Total Papers Citations

13

CROSSREF CITATIONS

6

Scholarly Papers (13)

1.
Downloads 499 (105,349)
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
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Melbourne - Department of Finance
Downloads 345 (159,639)

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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
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Melbourne - Department of Finance
Downloads 154 (348,804)
Citation 2

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

2.

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 499 (105,349)
Citation 1

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

3.

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 463 (115,150)
Citation 1

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

4.

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 Cambridge
Downloads 417 (130,118)

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

5.

Default Risk Mitigation Mechanisms in Derivatives Markets

Number of pages: 8 Posted: 06 Oct 2008
Rajna Gibson and Carsten Murawski
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Melbourne - Department of Finance
Downloads 380 (144,594)

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

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 250 (224,561)
Citation 2

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

7.

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 Cambridge, University of Melbourne - Department of Finance, WU Vienna University of Economics and Business, 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 189 (291,964)
Citation 5

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

8.

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 Cambridge
Downloads 162 (334,115)
Citation 1

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Nootropics, Workplace, Cognitive Enhancers, Survey, Finance

9.

The Complexity of Personal Insolvency Decisions: Legal and Behavioural Economics Insights

Number of pages: 34 Posted: 03 Jun 2022
Queensland University of Technology - School of Economics and Finance, Queensland University of Technology - Faculty of Law, Queensland University of Technology, University of Melbourne - Department of Finance and Queensland University of Technology - School of Economics and Finance
Downloads 150 (358,098)

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Options in Personal Insolvency, Complexity in Decision-Making

10.

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 115 (437,234)

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Asset pricing, earnings announcements, learning, behavioural finance

11.

Margining in Derivatives Markets and the Stability of the Banking Sector

Number of pages: 73 Posted: 21 Feb 2011
Rajna Gibson and Carsten Murawski
University of Geneva - Geneva Finance Research Institute (GFRI) and University of Melbourne - Department of Finance
Downloads 92 (510,508)
Citation 6

Abstract:

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

12.

Resource Allocation, Computational Complexity, and Market Design

Number of pages: 62 Posted: 02 Nov 2023
University of Cambridge, University of Melbourne - Department of Finance, WU Vienna University of Economics and Business, University of Melbourne, The University of Melbourne, University of Melbourne - Department of Finance, The University of Melbourne, University of Melbourne - Department of Finance and University of Melbourne - Department of Finance
Downloads 28 (867,578)

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Computational Complexity, Knapsack Problem, Resource Allocation, Market Design, Securities Design, Oracles, Complete Markets, Noisy Rational Expectations

13.

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 University of Geneva - Geneva Finance Research Institute (GFRI)

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