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Centralized trading, transparency and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act

Benos, Evangelos; Payne, Richard; Vasios, Michalis - 2016

Persistent link: https://www.econbiz.de/10011443334

Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act

Benos, Evangelos; Payne, Richard; Vasios, Michalis - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 159-192

Persistent link: https://www.econbiz.de/10012195554

Centralized Trading, Transparency and Interest Rate Swap Market Liquidity : Evidence from the Implementation of the Dodd-Frank Act

Benos, Evangelos - 2017

We use transactional data from the USD and EUR segments of the plain vanilla interest rate swap market to assess the impact of the Dodd-Frank mandate that US persons must trade certain swap contracts on Swap Execution Facilities (SEFs). We find that, as a result of SEF trading, activity...

Persistent link: https://www.econbiz.de/10012970288