Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act
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More about this item
Keywords
Swap Execution Facilities; transparency; market liquidity;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2016-01-29 (Market Microstructure)
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