Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
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DOI: 10.1016/j.finmar.2020.100617
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More about this item
Keywords
Credit default swap; Dealer inventory; Intermediary asset pricing; Index basis;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
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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