Review of Economic Dynamics, July 2019
Green Table of
Contents
RED Special Issue on Fragmented Financial Markets: An Introduction
Benjamin Lester, Pierre-Olivier Weill, Ariel Zetlin-Jones
Pages 1-3
Asset issuance in over-the-counter markets
Zachary Bethune, Bruno Sultanum, Nicholas Trachter
Pages 4-29
A theory of repurchase agreements, collateral re-use, and repo intermediation
Piero Gottardi, Vincent Maurin, Cyril Monnet
Pages 30-56
Bid-ask spreads and the over-the-counter interdealer markets: Core and peripheral dealers
Artem Neklyudov
Pages 57-84
Posted prices, search and bargaining
Derek Stacey
Pages 85-104
Costs and benefits of dynamic trading in a lemons market
William Fuchs, Andrzej Skrzypacz
Pages 105-127
Latency in fragmented markets
Tomy Lee
Pages 128-153
Efficiency and information transmission in bilateral trading
Robert Shimer, Iv‡n Werning
Pages 154-176
A model of the federal funds market: Yesterday, today, and tomorrow
Gara Afonso, Roc Armenter, Benjamin Lester
Pages 177-204
A monetary model of bilateral over-the-counter markets
Ricardo Lagos, Shengxing Zhang
Pages 205-227
The use of collateral in bilateral repurchase and securities lending agreements
V. Baklanova, C. Caglio, M. Cipriani, A. Copeland
Pages 228-249
The microstructure of the bond market in the 20th century
Bruno Biais, Richard Green
Pages 250-271
Over-the-counter market liquidity and securities lending
Nathan Foley-Fisher, Stefan Gissler, Stˇphane Verani
Pages 272-294