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Price dispersion in OTC markets : a new measure of liquidity

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Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk

Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877

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Elektronisierung des außerbörslichen Rentenhandels auf Basis von Softwareagenten

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Il mercato telematico dei titoli di Stato (MTS) : assetto istituzionale, liquidità e problemi strutturali

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OTC Microstructure in a Period of Stress : A Multi‑Layered Network Approach

Joseph, Andreas - 2019

Using unique data at transaction and counterparty identity level, we study the microstructure of the Swiss franc FX over‑the‑counter (OTC) derivatives market during a time of stress that was triggered by the decision of the Swiss National Bank (SNB) to remove the Swiss franc‑euro exchange...

Persistent link: https://www.econbiz.de/10012861348

Asymmetric information risk in FX markets

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