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A Network-Based Analysis of Over-the-Counter Markets
16 references·15 citing·43 second hop
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this work references cited by second hop

References

  • 1961COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS7,719 cited
  • 1981Optimal Auction Design5,938 cited
  • 1982Perfect Equilibrium in a Bargaining Model5,287 cited
  • 1953Two-Person Cooperative Games3,219 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 2004Over-the-Counter Markets1,199 cited
  • 1996Intra-Firm Bargaining under Non-Binding Contracts602 cited
  • 2022The Design of Mechanisms for Resource Allocation593 cited
  • 2001A Theory of Buyer-Seller Networks429 cited
  • 2008Networks in Finance426 cited
  • 2003A Theory of Buyer-Seller Networks426 cited
  • 2007Consistency and Heterogeneity of Individual Behavior under Uncertainty355 cited
  • 2008Trading networks with price-setting agents115 cited
  • 2007Financial Networks102 cited
  • 2010Interbank Tiering and Money Center Banks101 cited
  • 2008The Topology of the Federal Funds Market96 cited

Cited by

  • 2019

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Bid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers
95 cited
  • 2017Endogenous intermediation in over-the-counter markets89 cited
  • 2018Intermediation and Resale in Networks88 cited
  • 2016Bilateral Trading in Networks79 cited
  • 2018Optimal Commissions and Subscriptions in Networked Markets61 cited
  • 2015Networks in Production: Asset Pricing Implications49 cited
  • 2014A Network View on Interbank Market Freezes45 cited
  • 2015Systemic Risk in Endogenous Financial Networks44 cited
  • 2021Intermediation and Voluntary Exposure to Counterparty Risk41 cited
  • 2013The Market for OTC Derivatives40 cited
  • 2021Inventory Management, Dealers' Connections, and Prices in Over‐the‐Counter Markets39 cited
  • 2020Exchange Design and Efficiency39 cited
  • 2014Contagion in the European Sovereign Debt Crisis36 cited
  • 2015Contagion in Financial Networks36 cited
  • 2018Asset Dissemination Through Dealer Markets19 cited