Details
NAME
Milena Wittwer
INSTITUTION
Boston College
EMAIL
wittwer@bc.edu
Featured Work
2023
Estimating Demand Systems for Treasuries
Jul 18,2023
Leveraging an institutional feature that Treasury auctions of different maturities are often held simultaneously, we propose a method for estimating...
Intermediary Capital Constraints and Market Power
Jul 18,2023
We examine how intermediary capitalization affects asset prices in a framework that allows for intermediary market power. We introduce a...
Centralizing Over-The-Counter Markets?
Jul 18,2023
In traditional over-the-counter markets, investors trade bilaterally through intermediaries. We assess whether and how to shift trades on a centralized...