Conference Paper

The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods


Keywords: Over-the-counter markets; Derivative securities;

Status: Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com.

Authors

Bibliographic Information

Provider: Federal Reserve Bank of Chicago

Part of Series: Proceedings

Publication Date: 1997

Number: 555

Pages: 357-373