Directed search in over-the-counter markets crises

I study optimal liquidity provision by dealers in Over-the-Counter (OTC) markets during crises. I develop a two-sided asset market in which all trades are intermediated by dealers. I model a crisis as an aggregate shock that reduces investor's marginal utilities, creating a large but temporary...

Full description

Autores:
Franco Tabares, Santiago
Tipo de recurso:
Trabajo de grado de pregrado
Fecha de publicación:
2017
Institución:
Universidad de los Andes
Repositorio:
Séneca: repositorio Uniandes
Idioma:
eng
OAI Identifier:
oai:repositorio.uniandes.edu.co:1992/61285
Acceso en línea:
http://hdl.handle.net/1992/61285
Palabra clave:
Mercados extrabursátiles
Rights
openAccess
License
http://creativecommons.org/licenses/by-nc-nd/4.0/