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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of futures markets"
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Discussion paper / Centre for Economic Policy Research
The journal of futures markets
Journal of securities operations & custody
28
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24
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21
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19
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Municipal Bond Markets
Schürhoff, Norman
;
Li, Dan
;
Cestau, Dario
;
Hollifield, …
-
2018
Persistent link: https://www.econbiz.de/10012037892
Saved in:
2
Inventory management, dealers' connections, and prices in OTC markets
Colliard, Jean-Edouard
;
Foucault, Thierry
;
Hoffmann, Peter
-
2018
Persistent link: https://www.econbiz.de/10011975212
Saved in:
3
Frictional intermediation in over-the-counter markets
Hugonnier, Julien
;
Lester, Benjamin
;
Weill, Pierre-Olivier
-
2018
Persistent link: https://www.econbiz.de/10011977476
Saved in:
4
Over-the-counter market frictions and yield spread changes
Friewald, Nils
;
Nagler, Florian
-
2018
Persistent link: https://www.econbiz.de/10012099290
Saved in:
5
Relationship trading in OTC markets
Hendershott, Terrence
;
Li, Dan
;
Livdan, Dmitry
; …
-
2017
Persistent link: https://www.econbiz.de/10011819761
Saved in:
6
Discriminatory pricing of over-the-counter derivatives
Hau, Harald
;
Hoffmann, Peter
;
Langfield, Sam
;
Timmer, …
-
2017
Persistent link: https://www.econbiz.de/10011821204
Saved in:
7
Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
Saved in:
8
Cash providers : asset dissemination over intermediation chains
Colliard, Jean-Edouard
;
Demange, Gabrielle
-
2015
Persistent link: https://www.econbiz.de/10011316531
Saved in:
9
Endogenous intermediation in over-the-counter markets
Babus, Ana
;
Hu, Tai-Wei
-
2015
Persistent link: https://www.econbiz.de/10011316554
Saved in:
10
Dealer networks
Li, Dan
;
Schürhoff, Norman
-
2014
Persistent link: https://www.econbiz.de/10010440185
Saved in:
11
Trading and information diffusion in OTC markets
Babus, Ana
;
Kondor, Péter
-
2013
Persistent link: https://www.econbiz.de/10009713960
Saved in:
12
The market for OTC derivatives
Atkeson, Andrew
;
Eisfeldt, Andrea L.
;
Weill, Pierre-Olivier
-
2013
Persistent link: https://www.econbiz.de/10009734262
Saved in:
13
Pricing average options on commodities
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 407-439
Persistent link: https://www.econbiz.de/10009009225
Saved in:
14
Trading fees and efficiency in limit order markets
Colliard, Jean-Edouard
;
Foucault, Thierry
-
2011
Persistent link: https://www.econbiz.de/10009155903
Saved in:
15
Volatility components : the term structure dynamics of VIX futures
Lu, Zhongjin
;
Zhu, Yingzi
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
Saved in:
16
Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen
;
Wang, Yaw-huei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
Saved in:
17
Who knows more about future currency volatility?
Charoenwong, Charlie
;
Jenwittayaroje, Nattawut
;
Sin, Low B.
- In:
The journal of futures markets
29
(
2009
)
3
,
pp. 270-295
Persistent link: https://www.econbiz.de/10003831102
Saved in:
18
Valuation in over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae B.
;
Pedersen, Lasse Heje
-
2006
Persistent link: https://www.econbiz.de/10003310550
Saved in:
19
Pricing vulnerable options in incomplete markets
Hung, Mao-Wei
;
Liu, Yu-Hong
- In:
The journal of futures markets
25
(
2005
)
2
,
pp. 135-170
Persistent link: https://www.econbiz.de/10002535444
Saved in:
20
The global market for OTC derivatives : an analysis of dealer holdings
Emm, Ekaterina E.
;
Gay, Gerald D.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 39-77
Persistent link: https://www.econbiz.de/10002528188
Saved in:
21
The quality of volatility traded on the over-the-counter currency market : a multiple horizons study
Covrig, Vicentiu
;
Sin, Low B.
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 261-285
Persistent link: https://www.econbiz.de/10001765118
Saved in:
22
Is after-hours trading informative?
Ulibarrí, Carlos A.
- In:
The journal of futures markets
18
(
1998
)
5
,
pp. 563-579
Persistent link: https://www.econbiz.de/10001247303
Saved in:
23
Design, pricing, and returns of short-term hog marketing window contracts
Unterschultz, James R.
(
contributor
)
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 723-727
Persistent link: https://www.econbiz.de/10001249190
Saved in:
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