Strategic financial innovation in segmented markets
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- Rohit Rahi & Jean-Pierre Zigrand, 2009. "Strategic Financial Innovation in Segmented Markets," The Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 2941-2971, August.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2004. "Strategic Financial Innovation in Segmented Markets," CEPR Discussion Papers 4176, C.E.P.R. Discussion Papers.
- Jean-Pierre Zigrand & Rohit Rahi, 2004. "Strategic Financial Innovation in Segmented Markets," FMG Discussion Papers dp520, Financial Markets Group.
- Jean-Pierre Zigrand & Rohit Rahi, 2007. "Strategic Financial Innovation in Segmented Markets," FMG Discussion Papers dp595, Financial Markets Group.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2004. "Strategic financial innovation in segmented markets," LSE Research Online Documents on Economics 24785, London School of Economics and Political Science, LSE Library.
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Citations
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Cited by:
- Michail Anthropelos & Constantinos Kardaras, 2014.
"Equilibrium in risk-sharing games,"
Papers
1412.4208, arXiv.org, revised Jul 2016.
- Anthropelos, Michail & Kardaras, Constantinos, 2017. "Equilibrium in risk-sharing games," LSE Research Online Documents on Economics 69767, London School of Economics and Political Science, LSE Library.
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- Büyükşahin, Bahattin & Robe, Michel A., 2014. "Speculators, commodities and cross-market linkages," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 38-70.
- Anthropelos, Michail & Kardaras, Constantinos, 2024. "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, vol. 215(C).
- Beck, Thorsten & Chen, Tao & Lin, Chen & Song, Frank M., 2016.
"Financial innovation: The bright and the dark sides,"
Journal of Banking & Finance, Elsevier, vol. 72(C), pages 28-51.
- Thorsten Beck & Tao Chen & Chen Lin & Frank M. Song, 2012. "Financial Innovation: The Bright and the Dark Sides," Working Papers 052012, Hong Kong Institute for Monetary Research.
- Michail Anthropelos & Constantinos Kardaras, 2017. "Equilibrium in risk-sharing games," Finance and Stochastics, Springer, vol. 21(3), pages 815-865, July.
- Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos, 2021. "Optimal investment, derivative demand, and arbitrage under price impact," Mathematical Finance, Wiley Blackwell, vol. 31(1), pages 3-35, January.
- Zhang, Yue, 2015. "The securitization of gold and its potential impact on gold stocks," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 309-326.
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- Rahi, Rohit & Zigrand, Jean-Pierre, 2008. "Arbitrage networks," LSE Research Online Documents on Economics 4787, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2013.
"Walrasian foundations for equilibria in segmented markets,"
LSE Research Online Documents on Economics
62008, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2014. "Walrasian foundations for equilibria in segmented markets," LSE Research Online Documents on Economics 55940, London School of Economics and Political Science, LSE Library.
- Alzahrani, Mohammed & Masih, Mansur & Al-Titi, Omar, 2014. "Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 175-201.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2007. "A theory of strategic intermediation and endogenous liquidity," LSE Research Online Documents on Economics 4764, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2020. "Market fragmentation and contagion," LSE Research Online Documents on Economics 118876, London School of Economics and Political Science, LSE Library.
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- Rahi, Rohit & Zigrand, Jean-Pierre, 2013. "Market quality and contagion in fragmented markets," LSE Research Online Documents on Economics 60971, London School of Economics and Political Science, LSE Library.
- Rahi, Rohit & Zigrand, Jean-Pierre, 2009.
"Endogenous liquidity and contagion,"
LSE Research Online Documents on Economics
29300, London School of Economics and Political Science, LSE Library.
- Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
- Michail Anthropelos & Constantinos Kardaras, 2018. "Price Impact Under Heterogeneous Beliefs and Restricted Participation," Papers 1802.09954, arXiv.org, revised Dec 2023.
- Yi-Min Chen & Feng-Jyh Lin, 2013. "Do financially innovative futures matter?," The Service Industries Journal, Taylor & Francis Journals, vol. 33(9-10), pages 941-957, July.
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More about this item
Keywords
security design; arbitrage; intermediation; market segmentation;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
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