Research

Papers downloadable from SSRN

Law as a constraint on bailouts: Emergency support for central counterparties.

V. France, C. Kahn, Journal of Financial Intermediation, (28) 2016, pp. 22-31.

Opportunity cost and prudentiality: An analysis of collateral decisions in bilateral and multilateral settings.

H. Baer, V. France, J. Moser, Research in Finance, (21) 2004, pp. 201-227. SSRN Abstract

An Analysis of the Profiles and Motivations of Habitual Commodity Speculators.

W. Canoles, S. Thompson, S. Irwin, V. France Journal of Futures Markets, 2002, SSRN Abstract

Catastrophe Futures: A Better Hedge for Insurers.

S. D'Arcy, V. France, Future Markets, (2) 1997

What Does a Clearinghouse Do?

H. Baer, V. France, J. Moser, Derivatives Quarterly, (1) 1995, pp. 39-46.

Catastrophe Futures: A Better Hedge for Insurers.

S. D'Arcy, V. France, Journal of Risk and Insurance, (59) December: 4 575-600 1992

Pricing Catastrophe Risk: Could CAT Futures Have Coped With Andrew?

S. D'Arcy, V. France, R. Gorvett, 1999 Casualty Actuarial Society “Securitization of Risk” Discussion Paper Program