Dark Markets : Asset Pricing and Information Transmission in Over-the-Counter Markets /

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Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a centralized institution such as a stock exchange, OTC trades are negotiated privately between market...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Duffie, Darrell (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, [2011]
Edición:Course Book
Colección:Princeton Lectures in Finance ; 6
Temas:
Capital assets pricing model.
Over-the-counter markets.
BUSINESS & ECONOMICS / Finance / General.
Bellman's principle.
OTC market.
OTC trades.
asset pricing.
credit risk.
debt.
derivatives.
equilibrium bargaining.
equilibrium search.
federal funds market.
federal loans.
global financial crisis.
information exchange.
interbank market.
intraday allocation.
large numbers.
market opaqueness.
over-the-counter market.
percolation.
posterior beliefs.
private information.
random matching.
repurchase.
search models.
supply shocks.
trading.
transparency.
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