Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market
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More about this item
Keywords
Interest rate swap; regulatory reforms; over-the-counter; central clearing; margin;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2023-09-11 (Financial Markets)
- NEP-REG-2023-09-11 (Regulation)
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