Entry and Exit in OTC Derivatives Markets
نویسندگان
چکیده
منابع مشابه
Trade Transparency in OTC Equity Derivatives Markets
This paper describes the over-the-counter derivatives markets from the point of view of its structure, participants and products. We highlight the current trading venues for OTC equity derivatives, which include the inter-dealer market as well as electronic trading networks. The paper shows that the link between listed stock exchanges, options exchanges and the OTC market provides significant p...
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The purpose of this primer is to clarify some of the key characteristics of the over-the-counter (OTC) derivatives markets. A clearer picture of these markets will help legislators and regulators write better legislation and rules for the prudential regulation of OTC derivatives markets. (Note that this Primer is followed by a short list of key definitions used to describe OTC derivatives marke...
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We study trade-transparency in over-the-counter (OTC) equity derivatives markets, performing two related experiments. The first consists of a statistical study: we analyze a very large dataset of reported OTC transactions to the MarkitServ database and seek to correlate the trade prices with the prices of analogous derivatives listed in exchanges or with model prices derived from the latter (“f...
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ژورنال
عنوان ژورنال: Econometrica
سال: 2015
ISSN: 0012-9682
DOI: 10.3982/ecta11477