Add to ORKGThis research studies a network of interdealer trading in Over-The-Counter (OTC) Financial Markets. It reviews a model of OTC interdealer trading, extends this model for suitable application to empirical studies of trading in dealer networks within OTC markets, and ultimately develops a methodology for estimating the endogenous network parameters. Finally, it applies the methodology to conduct an empirical study of the Municipal bonds market
To understand the illiquidity of the over-the-counter market when dealers and traders are in long-te...
My thesis consists of three chapters on information economics and financial economics.Chapter 1:Many...
This paper proposes a theory of intermediation in which intermediaries emerge endogenously as the ch...
This dissertation consists of three essays studying on over-the-counter trading (OTC henceforth). In...
We propose a model of trade in over-the-counter (OTC) markets in which each dealer with private info...
We extend Duffie et al.'s (2005) search-theoretic model of over-the-counter (OTC) asset markets, all...
This dissertation consists of three chapters that study dealer's endogenous search effort in over-th...
This paper analyzes financial intermediation chains in a search model with an endogenous intermediar...
Over-the-counter (OTC) derivatives are believed to have played a significant role in the 2008 financ...
This dissertations includes three (3) chapters, each adding to the growing network games literature ...
We study how intermediation and asset prices in over-the-counter markets are affected by illiquidity...
This thesis looks at decentralized client-dealer markets by representing them as a Bertrand competit...
This is the first exploratory field study of the U.S. inter-dealer OTC corporate bond market. We do ...
We model trading and information di¤usion in OTC markets, when dealers with private information can ...
over-the-counter markets The opacity of over-the-counter (OTC) markets – in which a large number of ...
To understand the illiquidity of the over-the-counter market when dealers and traders are in long-te...
My thesis consists of three chapters on information economics and financial economics.Chapter 1:Many...
This paper proposes a theory of intermediation in which intermediaries emerge endogenously as the ch...
This dissertation consists of three essays studying on over-the-counter trading (OTC henceforth). In...
We propose a model of trade in over-the-counter (OTC) markets in which each dealer with private info...
We extend Duffie et al.'s (2005) search-theoretic model of over-the-counter (OTC) asset markets, all...
This dissertation consists of three chapters that study dealer's endogenous search effort in over-th...
This paper analyzes financial intermediation chains in a search model with an endogenous intermediar...
Over-the-counter (OTC) derivatives are believed to have played a significant role in the 2008 financ...
This dissertations includes three (3) chapters, each adding to the growing network games literature ...
We study how intermediation and asset prices in over-the-counter markets are affected by illiquidity...
This thesis looks at decentralized client-dealer markets by representing them as a Bertrand competit...
This is the first exploratory field study of the U.S. inter-dealer OTC corporate bond market. We do ...
We model trading and information di¤usion in OTC markets, when dealers with private information can ...
over-the-counter markets The opacity of over-the-counter (OTC) markets – in which a large number of ...
To understand the illiquidity of the over-the-counter market when dealers and traders are in long-te...
My thesis consists of three chapters on information economics and financial economics.Chapter 1:Many...
This paper proposes a theory of intermediation in which intermediaries emerge endogenously as the ch...