Papers

Tags

RESET

Tags

Comparing Search and Intermediation Frictions Across Markets

Gabor Pinter, Semih Uslu   Aug 26,2023

Working Paper No.00127-00

In intermediated markets, trading takes time and intermediaries extract rents. We estimate a structural search-and-bargaining model to quantify these trading... Read More

A Theory of Liquidity Spillover Between Bond and CDS Markets

Batchimeg Sambalaibat   Jul 07,2021

Working Paper No.00072-00

I build a search model of bond and credit default swap (CDS) markets with endogenous investor participation and show that... Read More