SI-Fragmented-Financial-Markets/ 2019-07-17T21:44:41+00:00

Review of Economic Dynamics

Special issue on Fragmented Financial Markets

Volume 33 (July 2019)

RED Special Issue on Fragmented Financial Markets: An Introduction
by Benjamin Lester & Pierre-Olivier Weill & Ariel Zetlin-Jones

Asset Issuance in Over-the-Counter Markets
by Zachary Bethune & Bruno Sultanum & Nicholas Trachter
Computational Appendix and Data files

A theory of repurchase agreements, collateral re-use, and repo intermediation
by Piero Gottardi & Vincent Maurin & Cyril Monnet
Online Appendix

Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers
by Artem Neklyudov
Computational Appendix and Data files

Posted Prices, Search and Bargaining
by Derek Stacey
Computational Appendix and Data files

Costs and benefits of dynamic trading in a lemons market
by William Fuchs & Andrzej Skrzypacz

Latency in Fragmented Markets
by Tomy Lee
Computational Appendix and Data files

Efficiency and information transmission in bilateral trading
by Robert Shimer & Ivan Werning

A Model of the Federal Funds Market: Yesterday, Today, and Tomorrow
by Gara Afonso & Roc Armenter & Benjamin Lester
Computational Appendix and Data files

A Monetary Model of Bilateral Over-the-Counter Markets
by Ricardo Lagos & Shengxing Zhang
Computational Appendix and Data files

The Use of Collateral in Bilateral Repurchase and Securities Lending Agreements
by Viktoria Baklanova & Cecilia Caglio & Marco Cipriani & Adam Copeland
Computational Appendix and Data files

The Microstructure of the Bond Market in the 20th Century
by Bruno Biais & Richard Green
Computational Appendix and Data files

Over-the-Counter Market Liquidity and Securities Lending”
by Nathan Foley-Fisher & Stefan Gissler & Stephane Verani
Computational Appendix and Data files, Online Appendix