Søren Bundgaard Brøgger

Copenhagen Business School

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

http://https://sites.google.com/view/soerenbroegger

SCHOLARLY PAPERS

4

DOWNLOADS

513

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Cash as a Perpetual Option

Number of pages: 22 Posted: 22 Sep 2020
Jesper Andreasen and Søren Bundgaard Brøgger
Saxo Bank and Copenhagen Business School
Downloads 304 (130,705)

Abstract:

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cash, nominal interest rates, zero lower bound, monetary policy, perpetual claims

2.

The Market Impact of Predictable Flows: Evidence from Leveraged VIX Products

Number of pages: 38 Posted: 19 Dec 2019 Last Revised: 07 Jul 2020
Søren Bundgaard Brøgger
Copenhagen Business School
Downloads 154 (247,195)

Abstract:

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Strategic trading, trading costs, leveraged products, ETFs, VIX

3.

Hedging-Induced Correlation in Illiquid Markets

Number of pages: 53 Posted: 08 Jun 2020 Last Revised: 11 Jun 2020
Søren Bundgaard Brøgger
Copenhagen Business School
Downloads 45 (515,381)

Abstract:

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OTC Derivatives, Hedging, Limits-to-Arbitrage, Cross-Asset Correlation, Credit Default Swaps, Counter Party Risk

4.

Trading at settlement

Number of pages: 42 Posted: 26 Jan 2022
Søren Bundgaard Brøgger and Jakob Ahm Sørensen
Copenhagen Business School and Copenhagen Business School - Department of Finance
Downloads 10

Abstract:

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