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Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat   Aug 23,2018

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat   Aug 23,2018

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat   Aug 23,2018

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Endogenous Specialization and Dealer Networks

Batchimeg Sambalaibat   Aug 23,2018

We build a directed search model of network formation. We propose that a core-periphery interdealer network arises from dealer specialization. Read More

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage

James Dow,Jungsuk Han, Francesco Sangiorgi   Sep 20,2018

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on price... Read More

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage

James Dow,Jungsuk Han, Francesco Sangiorgi   Sep 20,2018

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on price... Read More

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage

James Dow,Jungsuk Han, Francesco Sangiorgi   Sep 20,2018

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on price... Read More

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage

James Dow,Jungsuk Han, Francesco Sangiorgi   Sep 20,2018

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on price... Read More

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage

James Dow,Jungsuk Han, Francesco Sangiorgi   Sep 20,2018

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on price... Read More

Why is capital slow moving? Liquidity hysteresis and the dynamics of limited arbitrage

James Dow,Jungsuk Han, Francesco Sangiorgi   Sep 20,2018

Will arbitrage capital flow into a market experiencing a liquidity shock, mitigating the adverse effect of the shock on price... Read More