Market Structure and Transaction Costs of Index Cdss-Reference-Cited by-同舟云学术

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Market Structure and Transaction Costs of Index Cdss

Published:2016 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Collin-Dufresne Pierre,Junge Benjamin,Trolle Anders B.

Publisher

Elsevier BV

Reference26 articles.

1. The value of trading relations in turbulent times;Di Maggio;Journal of Financial Economics,2017

2. Over-the-counter markets;Darrell Duffie;Econometrica,2005

3. Size discovery;Darrell Duffie;Review of Financial Studies,2017

4. Dealer intermediation between markets;Peter G Dunne;Journal of the European Economic Association,2015

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Risk Concentration and Interconnectedness in OTC Markets;SSRN Electronic Journal;2021

2. The Long and Short of It: The Post-Crisis Corporate CDS Market;SSRN Electronic Journal;2019

3. Market-Making Costs and Liquidity: Evidence from CDS Markets;SSRN Electronic Journal;2019

4. Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act;Journal of Financial and Quantitative Analysis;2018-12-03

5. Interest Rate Swap Market Complexity and Its Risk Management Implications;Complexity;2018-10-24

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