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DP16458 Counterparty Choice, Bank Interconnectedness, and Systemic Risk 智库出版物
2021
作者:  Andrew Ellul;  Dasol Kim
收藏  |  浏览/下载:10/0  |  提交时间:2022/09/22
Counterparty risk  Financial networks  Bank interconnectedness  Over-the-counter markets  Derivatives  
DP16437 Do we need dealers in OTC markets? 智库出版物
2021
作者:  Norman Schürhoff;  Dmitry Livdan;  Terrence Hendershott
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Over-the-counter markets  Electronic trading  Request for quote  Open trading  Corporate bonds  Dealers  
DP15205 True Cost of Immediacy 智库出版物
2020
作者:  Norman Schürhoff;  Terrence Hendershott;  Dmitry Livdan;  Dan Li
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Collateralized loan obligations  Bids-wanted-in-competition  Over-the-counter markets  Liquidity  Financial fragility  
Over-the-counter frictions systematically drive yield spread changes 智库出版物
2019
作者:  Nils Friewald;  Florian Nagler
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
over-the-counter frictions  yield spreads  Trading  Us  Financial markets  
DP13345 Over-the-Counter Market Frictions and Yield Spread Changes 智库出版物
2018
作者:  Nils Friewald;  Florian Nagler
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Corporate bond market  Over-the-counter market  Yield spread changes  Intermediation frictions  Dealer market  
DP13301 Municipal Bond Markets 智库出版物
2018
作者:  Norman Schürhoff;  Dan Li;  Burton Hollifield
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Municipal bonds  Muni-bond puzzle  Over-the-counter markets  Trading cost  Centrality premium  Electronification  Green bonds  
DP13126 Frictional intermediation in over-the-counter markets 智库出版物
2018
作者:  Julien Hugonnier;  Pierre-Olivier Weill;  Benjamin Lester
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Over-the-counter markets  Search frictions  Bargaining  Heterogeneous agents  Intermediation  
DP12472 Relationship Trading in OTC Markets 智库出版物
2017
作者:  Norman Schürhoff;  Terrence Hendershott;  Dmitry Livdan;  Dan Li
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Over-the-counter market  Corporate bond  Trading cost  Liquidity  Decentralization  Financial networks  
Strategic thinking in children and adolescents is determined by underlying network abilities 智库出版物
2017
作者:  Isabelle Brocas;  Juan Carrillo
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
LIBOR  benchmarks  financial benchmarks  Regulation  Manipulation  transparency  Over-the-counter markets  SOFR  
Brexit, ‘euro-ins’, and ‘euro-outs’ 智库出版物
2016
作者:  Nauro Campos;  Corrado Macchiarelli
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Dodd-Frank  Us  interest rate swaps  over-the-counter swap markets  swap markets