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Entry and Exit in OTC Derivatives Markets
4 references·16 citing·50 second hop
Entry and Exit in OTC Derivatives Markets (2015)Entry and Exit in OTC Derivatives MarketsCredit Default Swaps and the Credit Crisis (2010)Credit Default Swaps and the …Securities lending, shorting, and pricing (2002)Securities lending, shorting,…Business Cycles and Labor-Market Search (1996)Business Cycles and Labor-Mar…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…Centralizing Over-the-Counter Markets? (2023)Centralizing Over-the-Counter…Intermediation and Voluntary Exposure to Counterparty Risk (2021)Intermediation and Voluntary …Competition, profitability, and discount rates (2021)Competition, profitability, a…The Search Theory of Over-the-Counter Markets (2020)The Search Theory of Over-the…OTC premia (2019)OTC premiaBid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers (2019)Bid-ask spreads and the over-…A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment (2019)A large central bank balance …Relationship Trading in OTC Markets (2017)Relationship Trading in OTC M…Decentralized Exchange (2017)Decentralized ExchangePricing and Liquidity in Decentralized Asset Markets (2016)Pricing and Liquidity in Dece…Market making with asymmetric information and inventory risk (2016)Market making with asymmetric…The Value of Trading Relationships in Turbulent Times (2015)The Value of Trading Relation…Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets (2015)Synthetic or Real? The Equili…Limited Investment Capital and Credit Spreads (2015)Limited Investment Capital an…Banks, Liquidity Management and Monetary Policy (2014)Banks, Liquidity Management a…Federal Reserve Tools for Managing Rates and Reserves (2013)Federal Reserve Tools for Man…Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Banks are Not Intermediaries of Loanable Funds — Facts, Theory and Evidence (2018)Capital Requirements in a Quantitative Model of Banking Industry Dynamics (2019)Financial Regulation in a Quantitative Model of the Modern Banking System (2021)Looking into the Black Box: A Survey of the Matching FunctionTime to Build and Aggregate Fluctuations (1982)Investment, Capacity Utilization and the Real Business Cycle (1986)Trends and random walks in macroeconomic time series (1988)Search in the labor market and the real business cycle (1995)The Cyclical Behavior of Equilibrium Unemployment and Vacancies (2005)Property Rights and Efficiency in Mating, Racing, and Related Games (1982)Wage Determination and Efficiency in Search Equilibrium (1982)Over-the-Counter Markets (2004)Endogenous intermediation in over-the-counter markets (2017)Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market (2019)Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets (2021)Capital Market Equilibrium with Transaction Costs (1986)Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Funding Liquidity and Market Liquidity: The Broker-Dealer Perspective (2021)Constraints on short-selling and asset price adjustment to private information (1987)The Limits of Arbitrage (1995)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (2012)Systemic Risk and Stability in Financial Networks (2013)The Rise of Shadow Banking: Evidence from Capital Regulation (2018)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Measuring Economic Policy Uncertainty* (2016)The Oligopoly Lucas Tree (2021)Feedback and Contagion through Distressed Competition (2023)Operating Hedge and Gross Profitability Premium (2023)The Bargaining Problem (1950)Noise Trader Risk in Financial Markets (1990)Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Search-Theoretic Models of the Labor Market: A Survey (2005)Price Efficiency and Short Selling (2010)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Asset pricing and the bid-ask spread (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Credit Default Swaps: Past, Present, and Future (2016)The real effects of credit default swaps (2017)Sovereign Risk and Financial Risk (2021)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Informed Speculation with Imperfect Competition (1989)Market Fragmentation (2021)Indivisible labor and the business cycle (1985)Occupational Choice and the Process of Development (1993)The Theory of Incentives: The Principal-Agent Model (2001)
this work references cited by second hop

References

  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1996Business Cycles and Labor-Market Search1,085 cited
  • 2002Securities lending, shorting, and pricing670 cited
  • 2010Credit Default Swaps and the Credit Crisis511 cited

Cited by

  • 2017Decentralized Exchange172 cited
  • 2016Pricing and Liquidity in Decentralized Asset Markets133 cited
  • 2014Banks, Liquidity Management and Monetary Policy122 cited
  • 2015Synthetic or Real? The Equilibrium Effects of Credit Default Swaps on Bond Markets106 cited
  • 2019Bid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers95 cited
  • 2021Competition, profitability, and discount rates71 cited
  • 2020The Search Theory of Over-the-Counter Markets69 cited
  • 2013Federal Reserve Tools for Managing Rates and Reserves63 cited
  • 2017Relationship Trading in OTC Markets63 cited
  • 2016Market making with asymmetric information and inventory risk50 cited
  • 2015The Value of Trading Relationships in Turbulent Times49 cited
  • 2019A large central bank balance sheet? Floor vs corridor systems in a New Keynesian environment

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48 cited
  • 2015Limited Investment Capital and Credit Spreads48 cited
  • 2023Centralizing Over-the-Counter Markets?41 cited
  • 2019OTC premia41 cited
  • 2021Intermediation and Voluntary Exposure to Counterparty Risk41 cited