A Survey of the Microstructure of Fixed-Income Markets
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- Babus, Ana & Parlatore, Cecilia, 2022.
"Strategic fragmented markets,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 876-908.
- Babus, Ana & Parlatore Siritto, Cecilia, 2016. "Strategic Fragmented Markets," CEPR Discussion Papers 11591, C.E.P.R. Discussion Papers.
- Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
- Cecilia Parlatore & Ana Babus, 2016. "Strategic Fragmented Markets," 2016 Meeting Papers 1582, Society for Economic Dynamics.
- Jason Allen & Milena Wittwer, 2023.
"Centralizing Over-the-Counter Markets?,"
Journal of Political Economy, University of Chicago Press, vol. 131(12), pages 3310-3351.
- Jason Allen & Milena Wittwer, 2021. "Centralizing Over-the-Counter Markets?," Staff Working Papers 21-39, Bank of Canada.
- Coen, Jamie & Coen, Patrick, 2022. "A structural model of liquidity in over‑the‑counter markets," Bank of England working papers 979, Bank of England.
- Duong, Huu Nhan & Kalev, Petko S. & Tian, Xiao, 2023. "Short selling, divergence of opinion and volatility in the corporate bond market," Journal of Economic Dynamics and Control, Elsevier, vol. 147(C).
- Carletti, Elena & De Marco, Filippo & Ioannidou, Vasso & Sette, Enrico, 2021.
"Banks as patient lenders: Evidence from a tax reform,"
Journal of Financial Economics, Elsevier, vol. 141(1), pages 6-26.
- Elena Carletti & Filippo De Marco & Vasso Ioannidou & Enrico Sette, 2019. "Banks as Patient Lenders: Evidence from a Tax Reform," BAFFI CAREFIN Working Papers 19110, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Ioannidou, Vasso & Carletti, Elena & De Marco, Filippo & Sette, Enrico, 2019. "Banks as Patient Lenders: Evidence from a Tax Reform," CEPR Discussion Papers 13722, C.E.P.R. Discussion Papers.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019.
"OTC discount,"
Discussion Papers
42/2019, Deutsche Bundesbank.
- de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021. "OTC discount," SAFE Working Paper Series 298, Leibniz Institute for Financial Research SAFE, revised 2021.
- Jean-Edouard Colliard & Gabrielle Demange, 2021.
"Asset Dissemination Through Dealer Markets,"
Management Science, INFORMS, vol. 67(10), pages 6211-6234, October.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," PSE Working Papers hal-01933843, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2018. "Asset Dissemination Through Dealer Markets," Working Papers hal-01933843, HAL.
- Colliard, Jean-Edouard & Demange, Gabrielle, 2018. "Asset Dissemination Through Dealer Markets," HEC Research Papers Series 1296, HEC Paris.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," PSE-Ecole d'économie de Paris (Postprint) halshs-03238403, HAL.
- Jean-Edouard Colliard & Gabrielle Demange, 2021. "Asset Dissemination Through Dealer Markets," Post-Print halshs-03238403, HAL.
- Lorenzo Mercuri & Andrea Perchiazzo & Edit Rroji, 2023. "Investigating Short-Term Dynamics in Green Bond Markets," Papers 2308.12179, arXiv.org.
- Pinter, Gabor & Uslu, Semih, 2022. "Comparing search and intermediation frictions across markets," Bank of England working papers 974, Bank of England.
- Olfa Berrich & Halim Dabbou, 2023. "Tunisian corporate bond market liquidity: a qualitative approach," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 15(5), pages 795-819, February.
- Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022. "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, vol. 59(PB).
- Gabrovski, Miroslav & Kospentaris, Ioannis, 2021.
"Intermediation in over-the-counter markets with price transparency,"
Journal of Economic Theory, Elsevier, vol. 198(C).
- Miroslav Gabrovski & Ioannis Kospentaris, 2020. "Intermediation in Over-the-Counter Markets with Price Transparency," Working Papers 202017, University of Hawaii at Manoa, Department of Economics.
- Olfa Berrich & Halim Dabbou & Mohamed Imen Gallali, 2022. "Over-the-counter market and corporate bond market development," International Journal of Entrepreneurship and Small Business, Inderscience Enterprises Ltd, vol. 47(2/3), pages 284-304.
- Chang Liu & Biqian Zhang & Xuefei Wang & Min Guo, 2022. "Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios," Empirical Economics, Springer, vol. 62(6), pages 2771-2798, June.
- Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2020.
"True Cost of Immediacy,"
CEPR Discussion Papers
15205, C.E.P.R. Discussion Papers.
- Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "True Cost of Immediacy," Swiss Finance Institute Research Paper Series 20-71, Swiss Finance Institute.
- Labrini Zarpala, 2023. "Auctioning Corporate Bonds: A Uniform-Price under Investment Mandates," Papers 2306.07134, arXiv.org.
- Yamani, Ehab, 2023. "Return–volume nexus in financial markets: A survey of research," Research in International Business and Finance, Elsevier, vol. 65(C).
- Kim, Daniel & Pouget, Sébastien, 2023. "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," TSE Working Papers 23-1472, Toulouse School of Economics (TSE).
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