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Dark Markets: Asset Pricing and Information Transmission in Over-the-Counter Markets

Darrell Duffie

Published in print:
2012
Published Online:
October 2017
ISBN:
9780691138961
eISBN:
9781400840519
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691138961.001.0001
Subject:
Economics and Finance, Financial Economics

Over-the-counter (OTC) markets for derivatives, collateralized debt obligations, and repurchase agreements played a significant role in the global financial crisis. Rather than being traded through a ... More


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