Code and data files for "Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers"

Artem Neklyudov
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Artem Neklyudov: Universite de Lausanne

Computer Codes from Review of Economic Dynamics

Abstract: Code and data to replicate the results of the article.

Language: Mathematica
Date: 2019
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https://red-files-public.s3.amazonaws.com/codes/18/18-286/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/18/18-286/all_items.zip
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Related works:
Journal Article: Bid-Ask Spreads and the Over-the-Counter Interdealer Markets: Core and Peripheral Dealers (2019)
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