OFR Paper Models Impact of Market Structure on Prices Under Stress

Greg Feldberg

No 15-05, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: An OFR working paper released today suggests that, sharp price declines may be exacerbated by funding constraints of large dealers and other market-makers and by the slow reaction of liquidity providers such as insurance companies.

Date: 2015-09-16
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Persistent link: https://EconPapers.repec.org/RePEc:ofr:ofrblg:15-05

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