Computing posterior signals and endogenous parameters in a dealer trading network
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DOI: 10.1016/j.econlet.2021.110000
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More about this item
Keywords
Adjacency matrix; Posterior; Trading network;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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