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

Peter A. Abken, Ellis Tallman and Larry Wall

No 555, Proceedings from Federal Reserve Bank of Chicago

Keywords: Over-the-counter markets; Derivative securities (search for similar items in EconPapers)
Pages: 357-373
Date: 1997
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Published in Conference on Bank Structure and Competition (1997 : 33rd) ; Technology : //www.policy.implications.for.the.future.of.financial.services/com.

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Working Paper: The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods (1996)
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