The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
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- Larry D. Wall & Ellis W. Tallman & Peter A. Abken, 1997. "The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods," Proceedings 555, Federal Reserve Bank of Chicago.
References listed on IDEAS
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- Wall, Larry D. & Eisenbeis, Robert A. & Frame, W. Scott, 2005.
"Resolving large financial intermediaries: Banks versus housing enterprises,"
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- Robert A. Eisenbeis & W. Scott Frame & Larry D. Wall, 2004. "Resolving large financial intermediaries: banks versus housing enterprises," FRB Atlanta Working Paper 2004-23, Federal Reserve Bank of Atlanta.
- Hentschel, Ludger & Smith, Clifford Jr., 1997. "Derivatives regulation: Implications for central banks," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 305-346, October.
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"The Failure Mechanics of Dealer Banks,"
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KeywordsDerivative securities ; Liquidity (Economics);
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