72 citations · 127 across the 7 of their papers we have counts for
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q-fin.TR2018★ 4 cited
Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets
Nikolaus Hautsch, Christoph Scheuch, Stefan Voigt
A blockchain replaces central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows cross-exchange trading, expo…
q-fin.TR2017
Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading
Martin D. Gould, Nikolaus Hautsch, Sam D. Howison +1
A counterparty credit limit (CCL) is a limit that is imposed by a financial institution to cap its maximum possible exposure to a specified counterparty. CCLs help institutions to…