Dealer inventory, pricing, and liquidity in the OTC derivatives markets : evidence from index CDSs
Year of publication: |
2022
|
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Authors: | Wang, Xinjie ; Zhong, Zhaodong |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 57.2022, p. 1-14
|
Subject: | Credit default swap | Dealer inventory | Intermediary asset pricing | Index basis | OTC-Handel | OTC market | Derivat | Derivative | Kreditderivat | Credit derivative | Aktienindex | Stock index | Liquidität | Liquidity |
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