Guner Velioglu, Semih Uslu Feb 06,2024
Working Paper No.00138-00
We develop a dynamic model of a multi-asset over-the-counter (OTC) market that operates via search and bargaining and empirically test... Read More
Jerome Dugast, Pierre-Olivier Weill , Semih Uslu Sep 29,2021
Working Paper No.00052-02
Should regulators encourage the migration of trade from over-the-counter (OTC) to centralized markets? To address this question, we study a... Read More
Published: Review of Economic Studies, 2022, 89(6), 3223-3266Gabrielle Demange, Jean-Edouard Colliard Oct 08,2020
Working Paper No.00064-00
In over-the-counter markets for assets such as bonds or securitizations, large volumes can be split into smaller pieces and gradually... Read More
Itay Goldstein , Liyan Yang Jul 06,2018
Working Paper No.00035-00
We study how commodity financialization affects information transmission and aggre- gation in a commodity futures market. The trading of... Read More